Nullable and foreign key field question

I have this tables:

CLIENTS
----------
CLIENT_ID
CLIENT_NAME
CITY_ID

CITYES
--------
CITY_ID 1...100
CITY_NAME

I have both tables related.
But some clients dont´have city information.
How can i relate both tables to ensure "relational integrity" (all city id i clients table exists in cityes table) if some clientes havent city information???
Sorry for my english and thanks!

I would add a row to my city table, something like city_id = 1 and city_name = "N/A". I would make the default city_id value in the client table = 1. If a user doesn't enter a city id, it defaults to 1, and referential integrity is still enforced.

Chris