If you are a governor of a state, you could call for legislation making the State Law essentially conform with Federal Law in re:foreign nationals, and making the 'penalty' being remanded to Federal Authorities for processing and deportation upon arrest. I can't see where that would be in conflict with the Federal Law, hence there would be no problem. Both Feds and states have laws against murder, for instance. Not trying anyone for an offense under State law would do away with cries of 'double jeapardy".
The other point is that a city within a state is part of the state, and is subject to the state's jurisdiction.
The ability of a state to control a city within its borders is a lot more forceful than the federal government's control over a state. A state is sovereign and reserves all power save a few specific items it ceded to the federal government. These items can be taken back with support of 3/4 of the states.
A city has a small amount of power and has nothing comparable.
