The following is a list of All-Star Games held in the various major league cities, including MLB, the National Football League (the Pro Bowl), the National Basketball Association, the National Hockey League, Major League Soccer, the Women's NBA, and defunct leagues like the American Football League, the American Basketball Association and the World Hockey Association. (The old North American Soccer League, not to be confused with the current one, never held an All-Star Game.)
Los Angeles area, 40: 26 NFL, 5 MLB, 5 NBA, 3 NHL, 1 MLS (Anaheim separately, 3: All MLB)
Honolulu, 35: All NFL
New England, 16: 4 MLB, 4 NBA, 4 WNBA, 3 NHL, 1 WHA (Hartford separately, 6: 4 WNBA, 1 NHL, 1 WHA)
Chicago, 15: 7 MLB, 4 NHL, 2 NBA, 2 MLS
Montreal, 13: 12 NHL, 1 MLB
Philadelphia, 12: 4 MLB, 4 NBA 2 NHL, 1 NFL, 1 MLS
Detroit, 11: 5 NHL, 4 MLB, 2 NBA
Toronto, 11: 8 NHL, 1 MLB, 1 NBA, 1 MLS
San Francisco Bay Area, 10: 4 MLB, 2 NBA, 2 MLS, 1 NHL, 1 AFL (Oakland separately, 2: 1 MLB, 1 NBA; San Jose separately, 3: 2 MLS, 1 NHL)
Washington, 10: 4 MLB, 2 NBA, 1 WNBA, 2 MLS, 1 NHL
Houston, 10: 3 MLB, 3 NBA, 3 AFL, 1 MLS
Cleveland, 8: 5 MLB, 2 NBA, 1 WHA
San Diego, 8: 3 MLB, 3 AFL, 1 NBA, 1 MLS
Colorado, 7: 2 NBA, 2 MLS, 1 MLB, 1 NHL, 1 ABA
Cincinnati, 6: 5 MLB, 1 NBA
Pittsburgh, 6: 5 MLB, 1 NHL
Seattle, 6: 2 MLB, 2 NBA, 1 NFL, 1 WNBA
Arizona, 6: 3 NBA, 1 MLB, 1 NFL, 1 WNBA
Dallas, 5: 2 NBA, 1 MLB, 1 NFL, 1 NFL
Atlanta, 5: 2 MLB, 2 NBA, 1 NHL
Kansas City, 5: 3 MLB, 1 NFL, 1 MLS
New Orleans, 4: 3 NBA, 1 NFL
Indiana, 4: 2 NBA, 2 ABA
Milwaukee, 4: 3 MLB, 1 NBA
Western New York, 3: 2 NBA (1 in Rochester, 1 in Syracuse), 1 NHL (in Buffalo)
San Antonio, 3 : 1 NBA, 1 ABA, 1 WNBA
Edmonton, 3: 2 WHA, 1 NHL
Columbus, 3: 2 MLS, 1 NHL
Utah, 3: 1 NBA, 1 ABA, 1 MLS
Vancouver, 2: 2 NHL
Tampa Bay, 2: 1 NHL, 1 NFL
Jacksonville, 2: 2 AFL
Louisville, 2: 2 ABA
Quebec City, 2: 2 WHA
Calgary, 1: 1 NHL
Ottawa, 1: 1 NHL
Tennessee, 1: 1 NHL (in Nashville, Memphis has never hosted an NBA ASG)
Portland, 1: 1 MLS
Las Vegas, 1: 1 NBA
Norfolk, 1: 1 ABA
Oklahoma City, none
Sacramento, none
Winnipeg, none
Despite having had an NBA team continuously since 1970, Portland has never hosted an NBA All-Star Game. Nor has Sacramento despite having one since 1985. Nor has Winnipeg ever hosted a hockey All-Star Game, despite being in the WHA 1972-1979, and the NHL 1979-1996 and again since 2011.
New York, Philadelphia, Miami, Dallas, Los Angeles and (if the AFL is counted) San Francisco are the only cities to host them in all of the Big Four sports. If you add MLS, then it’s only New York, Philadelphia, Los Angeles and San Francisco.