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The POTUS has the Constitutional authority to withold federal funding to any city not conforming to federal immigration laws.
Take 500 sanctuary cities, withhold their federal funding, and use that money to deport illegal aliens and build the border wall.
It's not that simple. Those 500 cities (most of which are in Commiefornia) will bray about the ugly, racist, bigoted and thug Donald Trump. And while DJT has done well in the "Let's Trash Donnie-boy" department, he's not immune from the court of public opinion. Just a question of time.
Just when those sanctuary cities in Commiefornia expect their regular federal handout and it's withdrawn, you watch how the media will descend. Like locusts in a plague.