As far as I know the only way to get certain cities is to download Htc Home Customizer and install. Then you need to go over to xda and look for the fix for this which redirects the weather download to a different location to get your local weather. Now I am not sure if this still works because this was set up a long time ago back when the Vogue was new.
I suggest that you set your weather to the nearest city in the database and then to get more info click in the top right corner on the part of the weather tab where it shows the next four days which says more and that will take you to the accuweather site and you can enter your zipcode and you can get complete info including radar and forcast.