cs = City.objects.all().prefetch_related('shops')

SELECT ••• FROM `catalog_city`
SELECT ••• FROM `catalog_shop` WHERE `catalog_shop`.`city_id` IN (1, 2, 3, 4, 5, 6)
SELECT ••• FROM `catalog_shop` INNER JOIN `catalog_city` ON (`catalog_shop`.`city_id` = `catalog_city`.`id`) WHERE `catalog_shop`.`city_id` = 1
SELECT ••• FROM `catalog_shop` INNER JOIN `catalog_city` ON (`catalog_shop`.`city_id` = `catalog_city`.`id`) WHERE `catalog_shop`.`city_id` = 2

class City(models.Model):
    name = models.CharField(verbose_name='город', max_length=200)
    code = models.IntegerField(verbose_name='код города')

    def __str__(self):
        return self.name

    class Meta:
        verbose_name = "город"
        verbose_name_plural = "города"


class Shop(models.Model):
    adress = models.CharField(max_length=255, verbose_name="адрес")
    phone = models.CharField(max_length=150, verbose_name="телефон")
    map_script = models.TextField(verbose_name="скрипт карты")
    worktime = models.CharField(max_length=255, verbose_name="режим работы")
    stock = models.OneToOneField(Stock, related_name='sshop')
    firm = models.OneToOneField(Firm, related_name='fshop')
    city = models.ForeignKey(City, related_name='shops')
    created_at = models.DateTimeField(auto_now_add=True)
    updated_at = models.DateTimeField(auto_now=True)
    objects = ShopManager()

    def __str__(self):
        return "%s" % (self.adress)

    def get_absolute_url(self):
        return reverse('shop_detail', kwargs={'pk': self.pk})

    class Meta:
        verbose_name = "магазин"
        verbose_name_plural = "магазины"

def cities_shops(request):
    shops = Shop.objects.all().prefetch_related('city')
    cities = {}
    for shop in shops:
        if shop.city.pk not in cities.keys():
            cities[shop.city.pk] = {'name': shop.city.name, 'code': shop.city.code, 'shops': []}
        cities[shop.city.pk]['shops'].append(shop)

    cs = City.objects.all().prefetch_related(Prefetch('shops', queryset=Shop.objects.all()))
    return {'citys': cs, 'cities': cities}