If Len(ComboBox1.Value)= 0  Then
    MsgBox "sss"
        Exit Sub
    End If 

    If Len(ComboBox1.Text) =  0  Then
    MsgBox "sss"
        Exit Sub
    End If

For i= 1  To ComboBox1.ListCount- 1 
    If Not (IsEmpty(ComboBox1.List(i,  0 )) And IsEmpty(ComboBox1.List(i,  1 ))) Then Exit For
Next
If i>=ComboBox1.ListCount Then
    MsgBox "Combo is Empty"
Else
    ' ...
End If

Private Sub CommandButton1_Click()
    Dim nRange
    If Len(ComboBox1.Text) =  0  Then
    MsgBox "sss"
        Exit Sub
    End If
    For Each nRange In ActiveWorkbook.Names
        If nRange.name = "rel_plan_city" Then Exit For
    Next
    Dim aCity(), aCity2()
    aCity = nRange.RefersToRange.Value
    aCity2 = aCity
    ReDim aCity2( 1  To UBound(aCity2,  1 ),  1  To UBound(aCity2,  2 ))
    Dim i, j
    j =  0 
    For i =  1  To UBound(aCity,  1 )
        If IsEmpty(aCity(i,  1 )) Then Exit For
        If aCity(i,  1 ) <> Me.ComboBox1.Value Then
            j = j +  1 
            aCity2(j,  1 ) = aCity(i,  1 )
            aCity2(j,  2 ) = aCity(i,  2 )
        End If
    Next
    For i =  0  To Me.ListBox1.ListCount -  1 
        If Me.ListBox1.Selected(i) Then
            j = j +  1 
            aCity2(j,  1 ) = Me.ComboBox1.Value
            aCity2(j,  2 ) = Me.ListBox1.List(i,  0 )
        End If
    Next
    nRange.RefersToRange.Value = aCity2
    ComboBox1.Value = ""
    MsgBox "бла-бла-бла!!!"
   End Sub

Private Sub CommandButton1_Click()
    If ComboBox1.ListIndex = - 1  Then
        MsgBox "Выберите в комбо"
        Exit Sub
    End If
    Dim nRange
    ...