The closest southern neighbor would be Mexico.
US
Juarez is the closest to the Mexican border and if you drive through El Paso("the pass" in spanish) you will end up first in Juarez
Asia (Russia) is about 100 miles from the US (Alaska)
russia is the closest country and it does not touch the border of the US!!! :)
mt hood
Billings, Montana (population 104,934) is the closest major city with a population of over 100,000. Gateway communities for Yellowstone National Park include Livingston, MT; Gardiner, MT; Cooke City, MT; Jackson, WY; Cody, WY; and West Yellowstone, MT. Bozeman, Montana (population about 34,000), about 90 miles north of the park, also the largest airport in the region.
Philadelphia
kuai
Miami.
naalehu, Hawaii
I'll assume you mean "Cities in the US", since it's impossible to have "countries in the US". There really aren't any major US cities close to Calgary. Calgary's fairly north of the border in the first place, and on the other side of the border is northern Montana, where there isn't much in the way of big towns. Based on Google Maps, I'd say the closest citites to Calgary would be Spokane WA, Missoula MT, Great Falls MT, or Helena MT. The closest major city would probably be Seattle WA, but it's a bit of a stretch. Sorry if that's not what you're asking.
Washington
Miami, Florida
McAllen, Texas
Grand Forks, ND
The nearest large city would be Miami.