No, tz do not provide such formats.  Additionally, covering all cities individually is an ill-defined problem which is well beyond our scope.  Instead, we aim to cover all areas of the world by defining regions in which clocks have agreed since 1970, and we typically name such regions with a single city representative of each region, even if a region covers many cities.

You can find a list of region identifiers in the zone*.tab files (found in tzdata).  You may find the zdump tool (included in tzcode) useful in expanding out this data to individual observances and generating deltas for your own purposes.