Craigslist does not have a site for every city. It has sites for different regions and major metropolitan areas in most states. For example, Kentucky has pages for the metropolitan areas of Bowling Green, Lexington, Louisville and Owensboro. It also has pages for the regions Eastern Kentucky and Western Kentucky.
For some smaller or less populated states, Craigslist doesn't even have city sites. Delaware, Hawaii, Maine, New Hampshire, Rhode Island, Vermont and Wyoming all have sites for the entire state.
If your desired city or area does not seem to have its own site, look for the site of the closest metropolitan area; it likely includes information and listings from your area.