Top Megacities in the World

1. Tokyo-Yokohama 37,126,000    
2. Jakarta 26,063,000    
3. Seoul-Incheon 22,547,000    
4. Delhi 22,242,000    
5. Manila 21,951,000    
6. Shanghai 20,860,000    
7. New York 20,464,000    
8. Sao Paulo 20,186,000    
9. Mexico City 19,463,000    
10. Cairo 17,816,000    
11. Beijing 17,311,000    
12. Osaka-Kobe-Kyoto 17,011,000    
13. Mumbai 16,910,000    
14. Guangzhou-Foshan 16,827,000    
15. Moscow 15,512,000    
16. Dhaka 15,414,000    
17. Los Angeles, CA 14,900,000
18. Kolkota 14,374,000
19. Karachi 14,198,000    
20. Buenos Aires 13,639,000    
21. Istanbul 13,576,000    
22. Rio de Janeiro 12,043,000    
23. Shenzhen 11,885,000    
24. Lagos  11,547,000    
25. Paris 10,755,000    
26. Nagoya 10,027,000

Source: http://www.newgeography.com/content/002808-world-urban-areas-population-and-density-a-2012-update

This list continues through all 847 cities in the world with a population greater than 500,000:
http://www.demographia.com/db-worldua.pdf