res = {}
for d in ({'city': 'Moscow', 'manager': 'Igor'},
{'city': 'Kazan', 'manager': 'Valera'},
{'city': 'Moscow', 'manager': 'Olga'},
{'city': 'Kazan', 'manager': 'Natalia'},
{'city': 'Moscow', 'manager': 'Oleg'}):
res.setdefault(d['city'], []).append(d['manager'])
print(res)