When asked to review the zip code for my 1099-R entry, I noticed the city is wrong. How do I change this? When I go the 1099-R section, it is entered correctly.

[ToddL]

You probably need to delete the Form 1099-R that is showing an incorrect city name, and re-enter it in the 1099-R interview.

See: How do I delete forms in TurboTax Online?

Why does this happen? Once you enter (or import or transfer) certain information, the program creates or updates forms and worksheets that use that information. In many cases, you cannot "change" that information in the interview process - in a manner of speaking, it has been "written in ink" on the forms. You have to delete the form and re-enter it.