How to directly link “pages” and “categories”

My goal is to link my pages and categories directly. An example would be like if I went on a 5 different cities and had the names of those cities as my pages AND as categories…when I clicked on “ROME” as the page – it would show all my entries from Rome (aka – just like clicking on “rome” if it were a category)

Any ideas? I have it set up so the category url is formatted like “www.mysite.com/cateory/rome.” WP won’t allow me to change the permalink of the page to “www.mysite.com/category/rome” That would have been the easiest. I would need to escape the “/” because it turns into “www.mysite.com/categoryrome.”