For everyone else's info.
Here's my whole solution:
CREATE FUNCTION [dbo].[FnSplit]
(@List nvarchar(2000),@SplitOn nvarchar(5))
RETURNS @RtnValue table
(Id int identity(1,1),Value nvarchar(100))
AS
BEGIN
While (Charindex(@SplitOn,@List)>0)
Begin
Insert Into @RtnValue (value)
Select Value = ltrim(rtrim(Substring(@List,1,Charindex(@SplitOn,@List)-1)))
Set @List = Substring(@List,Charindex(@SplitOn,@List)+len(@SplitOn),len(@List))
End
Insert Into @RtnValue (Value)
Select Value = ltrim(rtrim(@List))
Return
END
GO
Select city
from Table
where ctiyID in (select value from dbo.Fnsplit(@CityId,','))