startswith() function

[DeaD_EyE]

Small change:

visited_cities = ["New York", "Shanghai", "Munich", "Toyko", "Dubai", "Mexico City", "São Paulo", "Hyderabad"]
unique_visited_cities = set(visited_cities)
sorted_cities = sorted(unique_visited_cities)
print('All sorted cities:',sorted_cities)

cities_till_q = []
for city in sorted_cities:
    if city[0].lower() > 'q':
       break
    cities_till_q.append(city)

print('Sorted cities till q (inclusive):', cities_till_q)

The function set comes from set theory. A set has only unordered unique elements.
Sets are very useful:

set(['A', 'B', 'C']) & set(['X', 'Y', 'A', 'Z', 'U'])

We get only elements, which are in both sets.

Output:
{'A'}

Instead of running the loop on module level, make a function to be more flexible.

def get_cities(unsorted_cities, letter)
    ret = []
    for city in unsorted_cities:
        if city[0].lower() > letter.lower():
           continue
        ret.append(city)
    return ret

Next iteration should be a docstring.

def get_cities(unsorted_cities, letter)
    """
    Returns a new list of unsorted cities.
    Cities which letter is bigger than the given letter
    are filtered.
    """
    ret = []
    for city in unsorted_cities:
        if city[0].lower() > letter.lower():
           continue
        ret.append(city)
    return ret

Instead of creating inside the function a new list, you can also make a generator.
Lesser code, only one different statement and more flexibility.

def get_cities(unsorted_cities, letter):
    """
    Iterates over unsorted cities and
    yield cities, where the first letter
    is bigger than letter.
    """
    for city in unsorted_cities:
        if city[0].lower() > letter.lower():
           continue
        yield city


# you have to call the function to get the generator (lazy)
# Then you need to consume the generator.
# You can use the generator in a for-loop
# or you use functions where the constructor
# iterates over the argument

list(get_cities(sorted_cities, 'q'))
list(get_cities(sorted_cities, 'h'))
list(get_cities(unsorted_cities, 'h'))
list(get_cities(unique_visited_cities, 'h'))