Falkreath, Morthal and Dawnstar. And you have to be a Thane of said hold before you get the option to buy land there. Also the houses aren't really in the cities. They're in same hold as the city but are a decent distance away out in the wilderness. The one that is the closest to it's hold capital is Lakeview Manor in Falkreath.
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The house in Dawnstar is on the very edge of the hold border and is actually closer to Whiterun than it is Dawnstar. And the same goes for the one in Morthal. It's actually closer to Solitude than Morthal itself.
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