Planet13 - 3:53 pm on Nov 22, 2011 (gmt 0)
I think that you CAN link between them, but it is going to be more effective if there is a natural nexus between the two pages.
Maybe on the Rome page you can talk about the difference between beer in Rome and beer in Dublin and link between those two pages (assuming you will be talking about bars or drinks on your respective pages).
I think the main thing is that the links are not forced and you will get MAXIMUM benefit from them.
Anyway, those are just my thoughts and hopefully others will chime in here so that you get a diversity of opinions on this.
In the meantime, you should also be contacting people who have written blogs or articles about those cities and ask them to link to your pages. That is where you are going to get the MOST benefit from link building.