As I recall, there was an option to see the border of the fat X in Civ III and SMAC (it showed up in white in the former and red in the latter), which proved so useful I always turned it on. Of course, any real empire would have the entire territory of the country divided into provinces, while not all of your empire is necessarily within any city's radius; and of course the radii of cities can (perhaps even will) overlap, while provinces ''never'' overlap (unless we're talking about Nazi Germany's [wiki]Reichsgau[/wiki]e, which are of course, another story).
The difficulty, of course, would be determining the borders of provinces in these situations: where the land belongs to no city and when it overlaps. Perhaps the hexes might be cosmetically divided in half in the former case, but in the latter case the shapes could get weird. Plus, sometimes real-life provinces/states contain multiple important cities: Texas arguably boasts as many as four major cities (Houston, Dallas, San Antonio, and Austin), California the same (Los Angeles, San Jose, San Diego, San Francisco), Ontario two (Toronto and Ottawa), and North Rhine-Westphalia boasts a conurbation containing Düsseldorf, Cologne, Dortmund, and Essen (all with over 500,000 people each) and many other smaller cities all blending into one another. I'm pretty sure that some Indian states and plenty of Chinese provinces have the same thing going.
