What cities in Korea start with the letter p?

It depends on what you consider to be Korea and what Hangeul Letters you consider to be the equivalent of "p".

Historically, the letters: (ㅂ), (ㅍ), and (ㅃ) have all been considered to be the sound "p". The first one, though, is often considered more analogous to a "b" (even though it has been transcribed as a "p" as well) and the latter one is not used in as the first letter of any major Korean city.

North Korean cities using (ㅂ)
-NONE

North Korean cities using (ㅍ)

Pyongsong 평성

Pyongyang 평양


South Korean cities using (ㅂ)

Boryeong 보령

Busan 부산

Bucheon 부천


South Korean cities using (ㅍ)

Paju 파주

Pyeongtaek 평택

Pocheon 포천

Pohang 포항