What cities had the first police forces?

The first police force in England, the Metropolitan Police, was created by a Victorian called Robert Peel in 1829.

However, the first UK police force (i.e. wearing a uniform displaying "police" and undertaking preventive policing as a formal objective) was the City of Glasgow Police, set up by an Act of Parliament in 1800, i.e. 29 years before the Metropolitan Police.

In the U.S., that honor goes to the Boston, Mass. Police Department.