I've been given some names of towns and provinces for a tourism web-site. Is there a hypernym that could categorize both of them together? I've been thinking of the word "locality" but I'm not sure if that's suitable.
Assuming you need this word for the website, e.g. as the menu item that leads to the list of towns and provinces, I'm going to go ahead and answer what Gorpik suggested in a comment: places. Your own suggestion of localities could also work. I'd lean slightly toward the plurals, but if you don't want to — for example if the rest of the menu items are not plural — you could also use the singular forms place or locality.
If you want to emphasize the people in those towns and provinces, you could use the term community or communities.
Community is not limited by geographic size:
1. a social group of any size whose members reside in a specific locality, share government, and often have a common cultural and historical heritage.
2. a locality inhabited by such a group.
Conurbation might fit into your mix for some of the more built up areas. Careful though, the word might either ooze sophistication, or send irritated potential customers haring off after a dictionary.
If I were you I would use megapolis. At least that is what I remember we were using back in my Geography classes.