In the copy files task you can check the "is regex" box and put a regular expression in the include file mask area. You'll need to supply a more detailed file name convention but for what you have shown for example:
[A-Z]{2}_\d{2}_\d{2}_\d{4}
which means 2 uppercase letters followed by an underscore, then 2 digits, etc. To get more detailed more info is required.
If you need to verify the number of the city matches the city, you may need to code in powershell where you could build a table to verify against in the code easier than in VC functions.