There's also no need to write this as a CROSS JOIN... It's actually what Jeff would refer to as a "triangular join".

SELECT

CityName

INTO #City

FROM (VALUES ('Jax'),('Orlando'),('Miami'),('Tally'),('Appalach'),('Lake City'),('Panama City')) City (CityName)

SELECT

c1.CityName AS CityName_1,

c2.CityName AS CityName_2

FROM

#City c1

JOIN #City c2

ON c1.CityName < c2.CityName

ORDER BY-- Not needed just makes it easier to verify results

c1.CityName,

c2.CityName