World City is a LEGO theme. Introduced in 2003, it was basically a renaming of Town. Trains, formerly a separate theme from Town, were classified as World City in LEGO company publications. It has been replaced by City.
The continual re-branding of this theme is one example of the difficulty of trying to use consistent naming practices (see also: set titles) by Adult Fans Of LEGO as the company itself continually re-invents its themes for marketing purposes.