if you have to do this via bcp and not SSIS, then there are two ways that i can think of.

one exports a global temp table, and the other uses the command line COPY command to append two files together.

--BCP to get headers

--Version 1: global temp table

--not i'm making sure my headcers are large enough for my data i insert later....

--otherwise CITYNAME wouldbe varchar(8), and I need maybe 100

SELECT

identity(int,1,1) AS BCPORDERID,

CONVERT(varchar(100),'CITYTBLKEY') AS CITYTBLKEY,

CONVERT(varchar(100),'CITYNAME') AS CITYNAME,

CONVERT(varchar(100),'COUNTYTBLKEY') AS COUNTYTBLKEY,

CONVERT(varchar(100),'COUNTYNAME') AS COUNTYNAME,

CONVERT(varchar(100),'COUNTYFIPS') AS COUNTYFIPS,

CONVERT(varchar(100),'STATETBLKEY') AS STATETBLKEY,

CONVERT(varchar(100),'STATECODE') AS STATECODE,

CONVERT(varchar(100),'CITYDESCRIP') AS CITYDESCRIP

INTO ##BCP_Results

INSERT INTO ##BCP_Results(CITYTBLKEY,CITYNAME,COUNTYTBLKEY,COUNTYNAME,COUNTYFIPS,STATETBLKEY,STATECODE,CITYDESCRIP)

SELECT

CITYTBLKEY,

CITYNAME,

COUNTYTBLKEY,

COUNTYNAME,

COUNTYFIPS,

STATETBLKEY,

STATECODE,

CITYDESCRIP

FROM VW_CITYCOUNTYSTATE

EXECUTE master.dbo.xp_cmdshell 'bcp "SELECT CITYTBLKEY,CITYNAME,COUNTYTBLKEY,COUNTYNAME,COUNTYFIPS,STATETBLKEY,STATECODE,CITYDESCRIP FROM ##BCP_Results ORDER BY BCPORDERID" queryout MyFileName.txt -c -T'

--drop table ##BCP_Results

--Version TWO:

--export two files, then combine them together.

EXECUTE master.dbo.xp_cmdshell 'bcp "SELECT ''CITYTBLKEY'',''CITYNAME'',''COUNTYTBLKEY'',''COUNTYNAME'',''COUNTYFIPS'',''STATETBLKEY'',''STATECODE'',''CITYDESCRIP''" queryout MyFileNameT1.txt -c -T'

EXECUTE master.dbo.xp_cmdshell 'bcp "SELECT CITYTBLKEY,CITYNAME,COUNTYTBLKEY,COUNTYNAME,COUNTYFIPS,STATETBLKEY,STATECODE,CITYDESCRIP FROM VW_CITYCOUNTYSTATE" queryout MyFileNameT2.txt -c -T'

set @sql ='copy c:\MyFileNameT.txt + c:\MyFileNameT2.txt c:\MyFileName.txt'

EXEC master..xp_cmdshell @sql