True, but we do refer to several nearby cities by letter initials. Visiting Atlantic City is often referred to as “making a run to AC”, and Washington, DC is often just “DC”. (I’d be curious to find out if the locals there do so as well.)
Hey, AC/DC. You know, I never noticed that until I put the two together in the same sentence like that.
I live here. People say it.
OKC
Oklahoma City
Used by everyone* here as a mail abbreviation. Used in news and weather on TV and radio all the time. In conversation, it comes up as “The OKC” or as simply “The City.”
*yes, everyone. Certain business, tax, or legal forms specific for Oklahoma even have the instructions “please do not use abbreviations such as OKC”
In letters / email, but never spoken. Spoken, it’s always “Salt Lake.”
To answer the question.
I was going to say here, but I guess it doesn’t even go by its initial.
Do Vietnamese refer to the former Saigon as HCMC? Or do they still just call it Saigon? I’m all for letting Saigons be Saigons.
“The ATL” has been Atlanta, Ga for about 20 years. Somebody eventually made a movie with that as the title, about 4 Atlanta high school kids.
If you’re southern/central Maine, there’s a better than average chance that if you hear someone mention “LA” they’re talking about the twin-cities (and I use the term loosely) of Lewiston / Auburn.
Another Malaysian one -Kota Kinabalu, commonly known as KK.
groan
ATX = Austin, TX
LR = Little Rock, AR
NLR = North Little Rock, AR
The first time I went to New Orleans, I bought something and the sales clerk gave me a handwritten receipt. With the store’s address she wrote “NOLA.” I hadn’t seen that before (hey, I was 21) and I was charmed. I’m sure it’s pronounced like the woman’s name, but I guess it counts.
I never say LA. To me, it will always be good old El Pueblo Nuestra Senora la Reina de los Angeles de Porciuncula the way God intended.
One of Detroit’s nicknames is “the D”. I believe the origin is [The Detroit Tigers logo](The Detroit Tigers logo), which is an Old English D. A play on this is “D-Town”, which is also used.
One of the best examples of this usage is this musical masterpiece.
I have heard people refer to Port Angeles, WA as PA.
Sacramento is sometimes called Sac.
I live in NYC (and I agree with friedo that people say En Why Cee, I say it on occasion), and I was tickled when first visiting with my in-laws in Oklahoma and hearing them call Oklahoma City “the City” because of course to me, “the City” means Manhattan.
And I also heard “OKC” a lot, but more without the “the,” just “OKC.” Maybe that is regional within OK. Or maybe I say “OKC” and my in-laws are too polite to correct me.
Before it was DFW, it used to just be ‘Big D’.
Tangentially, Fort Worth was ‘Cow Town’
“NOLA” is much more a spoken than written abbreviation for “New Orleans”. What’s interesting about “NOLA” is how recent it is – it’s not more than 20 years old as popular shorthand. “N.O.” – written, never spoken – is quite old, of course.
At least for local mail deliveries, you can write the four letters “NOLA” in place of “New Orleans, LA”. Given a valid ZIP code, the mail will get where it’s going.
Cute. To answer your question in the serious vein in which it clearly was not intended, they write it as TP.HCM for Thành Phố Hồ Chí Minh, but the short way of saying it is Thành Phố.
Saigon (Sài Gòn) now means just the downtown area, also called District One. The airport code for HCMC is still SGN though. 
It’s worth noting that with a valid ZIP code, you can leave the city and state out entirely and it will almost always get where it’s going, local or not. A college friend verified this back in the late 80s by sending mail to himself at home from campus addressed merely with his name, street number and name, and ZIP code, and it was there in less than 2 days.