use strict;
use warnings;
use Data::Dumper;

my %city_data = ();
foreach my $filename  ( 'cp_123456', 'cp_123457') {
    my ( $city, $id ) = split /_/, $filename;
    open THIS, "<$filename" or die "Can't open $filename for reading: $!";
    chomp ( my @tmp = <THIS> ); 
    close THIS;
    push @{ $city_data{$city}{$id} }, @tmp;
}

print Dumper( \%city_data );

##</code><code>##

$VAR1 = {
          'cp' => {
                    '123456' => [
                                  'this is some data',
                                  'this is a test'
                                ],
                    '123457' => [
                                  'this is the second file',
                                  'this is another line',
                                  'this is the third line'
                                ]
                  }
        };