Pakistan and India have gone to war no fewer than 4 times since their independence not 7 decades ago. It was considered basically a miracle that the 2008 terrorist attacks in Mumbai didn't spark a war, and the tensions between the two countries remain the most likely potential nuclear war. That gets you Karachi, Mumbai, Delhi (Kolkata is on the wrong side of the country).
Cairo, Istanbul, and Tehran could become war zones in a future Middle Eastern conflict, although the Israeli-Palestinian conflict does seem to have declined in importance to the Arab region as a whole. The risk of a World War III involving China or Russia is probably understated--especially given Putin's responses to the increasing failure of the Russian economy since the 2008 financial crisis.
It is also worth pointing out that many of the megacities that people are concerned about don't exist yet--the number of megacities is expected to grow, predominantly in Africa, a region not known for stability of governments. You might say that solid middle-class countries would help to stabilize the governments, but the Syrian and Libyan civil wars really ought to be clear signs of the fallacy of that belief.
In many respects, though, the main point of a military is not to fight wars--it's to figure out how to, and be prepared to, fight the next war. Acting as if wars won't happen won't guarantee you peace--indeed, WWII, the bloodiest war in history, was so bloody precisely because its principal actors refused to believe that is was going to happen.