I was wondering if there are some related cities around The 4 Regions

Slateport and Canalave are one.

Any More?

i guess you could say that the cities where you you start from are related because yopu usually go from there on to your adventure

Lilycove, Goldenrod, and Celadon (or was it Saffron?) are similar because of the department stores. I forgot the D/P equivalent, as I haven't played it for a few weeks.

And they aren't cities, but the Whirl Islands and Seafoam Islands are both on the way to an offshore city, and you catch a legendary bird inside...

Sunnyshore and Vermillion I suppose, the electric cities. All of the Hometowns in pretty much every version are the same except DP moved the lab out of the first area to the second, not a big change there but ok.