Giuliani is on solid ground with this attack. There's no evidence that Romney spoke up or took action against those cities.
But Romney's inaction does not necessarily confirm the Giuliani campaign's larger point –- that Romney was soft on illegal immigration.
Late in his term, Romney approved a plan to deputize state troopers to help enforce immigration laws, although the plan was not implemented because it was rescinded by his successor, Gov. Deval Patrick.
We expect to see this allegation repeated as the campaign goes on, though. The Giuliani campaign has apparently been searching for cities with policies of not turning in illegal immigrants; they recently upped their count of Massachusetts sanctuary cities from three to six.
We rate Giuliani's claim as Mostly True because, although the facts are right, there's not enough evidence to back up Giuliani's larger point that Romney was not aggressive on illegal immigration.