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!