И как реализовать такой запрос, что то я не вкурил

Можно примерчик???

$array = [];

$sql = "
SELECT 
	cit,
	LEFT(cit, 1) AS FirstLetter
FROM 
	`cit`
ORDER BY
	FirstLetter,
	cit
";
$stmt = $pdo->query($sql);
while ($value = $stmt->fetch(PDO::FETCH_ASSOC))
{
    $array[ $value['FirstLetter'] ][] = $value['cit'];
}

if (count($array)){
	
	$fullHtml = '';
	foreach ($array AS $FirstLetter => $cityArray){
		$fullHtml .= set_veiw( $cityArray, $FirstLetter );
	}
}

echo $fullHtml;


function set_veiw( $cityArray, $FirstLetter = '' ) {
	
	$count = count($cityArray);
	$colum = 4;
	if ($count <= 4) // Меньше 5 это одна колонка , ну и т.д
		$colum = 1;
	elseif ($count <= 8)
		$colum = 2;
	elseif ($count <= 12)
		$colum = 3;
	
	/*
	echo '<pre>';
		echo count($cityArray);
		print_r(array_chunk($cityArray, ceil($count / $colum)));
	echo '</pre>';
	*/
	$html = '<div class="col-sm-12"><b>'. $FirstLetter .'</b></div>';
    // Делим массив
	foreach (array_chunk($cityArray, ceil($count / $colum)) AS $array){
		
		$html .= '<div class="col-xs-12 col-sm-6 col-md-3">';
			foreach ($array AS $cityName){
				$html .= $cityName. '<br>';
			}
		$html .= '</div>';
	}
	return $html;
}