Hi jerry & JimC
I looked at this earlier and was stumped - thought it might be Countries in Europe but as expected when I checked there aren't that many (44 seems to be the answer for countries wholly in Europe.)
Saw JimC's answer and thought that 66 looked a bit high for Cities in England - on checking there are apparently 66 official cities in UK; 50 in England, other 16 in Scotland, Wales & N. Ireland.
So there might be another answer or whoever 'set' this one got England & UK mixed up!
Cheers!!