Where is complete list of all cities and countries worldwide ?

I am looking for a complete list of all cities and countries on Earth.
List of all cities could be narrowed to cities with more than > 10 000
citizens but the more cities on the list the better.

Dear 

This data collection lists the cities and towns of all countries of
the world, with additional information such as population figures,
geographical coordinates, etc.
http://www.fallingrain.com/world/

Regards,
Scriptor

Thank you very much. That's what I was looking for ;)

http://meta.wikimedia.org/wiki/List_of_cities_by_country

You can get complete list of cities countrywise