In what format are your "files" (tables/shapefiles)? Also I am not clear on what you are trying to achieve. Could you explain further on your requirement as well?
Meanwhile check USA Major Cities which consists of the locations of cities within United States with population of 10,000 or greater (based on Census 2010 figures), all state capitals, and the national capital.
The above layer package file could be opened in ArcGIS Desktop, and exported as shapefile/GDB feature class.
Think Location