to capture a city just travel to a city and when you reach it dont enter it but instead press battle (i'd get a five man party b4 doing that though) - needs achievements
honestly if you play the game right you only have to shoot yourself for the first 3 or 4 levels , after that you should have enough $$$ for the turrets and stuff to do it
 "Full Moon"){kind=icon}
 "Frontier"){kind=icon}
 "Epic Battle Fantasy 2"){kind=icon}
 "Canabalt"){kind=icon}
 "The Next Floor"){kind=icon}
 "Super Crazy Guitar Maniac Deluxe 3"){kind=icon}
 "Demolition City"){kind=icon}
 "Red Remover"){kind=icon}
 "Crunchball 3000"){kind=icon}
 "MoneySeize"){kind=icon}
 "Learn to Fly"){kind=icon}
 "Achievement Unlocked"){kind=icon}
 "AirBattle"){kind=icon}
 "The Last Stand 2"){kind=icon}