Don't look in the WHERE - look in a JOIN. A LEFT JOIN, to be precise:
SELECT Main.City, Main.State, Email
FROM Main
LEFT JOIN cities
ON Main.City = cities.city
AND main.state = cities.state
AND cities.Open = 0
WHERE country = 'united states' and (Rejected = 'false') AND (Remove = 'false') AND (Notes <> 'Block')
AND cities.city IS NULL
ORDER BY city, LastEmailed, state