How do you change the city on weather widget?

Go to privacy settings and disable location services for the weather app.

Go to your weather application and remove all locations except the one you want to appear on the weather widget.

Restart your phone.

The widget should get updated.

Then go back and add the other locations you wish to appear in your weather app.

Ideally the widget should pick up location related information if location services for the weather app are enabled and should perhaps fallback to selecting the first location from the list in the weather app. Not sure what the intended functionality is, but the widget doesn't automatically update when you enable location services for the weather app. At least it didn't for me.

Hope that works for you! 🙂