What should I put as my actual work location on a city tax return if the W-2 is for substitute teaching and I worked at multiple schools?

What state? Do you live in a city with a tax?  Your employer is required* to withhold for the city your work in and will show that info in boxes 18-20 of your tax return. List only the work location cities, shown on your W-2. But show them all on your city return.
*There are exceptions for short work periods.

You can use the address on the W-2 unless it is in a different city or use the school district address.