Update and sort Qt ComboBoxes alphabetically

You were nearly there!

ui.comboBox1.addItem("myitem");
// qApp->processEvents();  not really needed
ui.comboBox1.model()->sort(0);

You're trying to use QComboBox's internal model as source model for proxy. This is not going to work because QComboBox owns its internal model and when you call QComboBox::setModel, previous model is deleted (despite you reset its parent). You need to create a separate source model. Conveniently, you can use one source model for both comboboxes if cities list is the same.

Using QSortFilterProxyModel for sorting is easy, but it's surprisingly hard to exclude one specific string with it. You can subclass QSortFilterProxyModel::filterAcceptsRow and implement the behavior you want. I decided to use a bit of black magic instead (see this answer).

Private class fields:

private:
  QSortFilterProxyModel *proxy1, *proxy2;

Source:

MainWindow::MainWindow(QWidget *parent) :
  QMainWindow(parent),
  ui(new Ui::MainWindow)
{
  ui->setupUi(this);
  QStandardItemModel* model = new QStandardItemModel(this);
  foreach(QString name, QStringList()
      << "Paris"<< "London"<< "Moscow" << "Tokyo" << "Berlin" << "Amsterdam") {
    model->appendRow(new QStandardItem(name));
  }

  proxy1 = new QSortFilterProxyModel();
  proxy1->setSourceModel(model);
  proxy1->sort(0);
  ui->comboBox1->setModel(proxy1);

  proxy2 = new QSortFilterProxyModel();
  proxy2->setSourceModel(model);
  proxy2->sort(0);
  ui->comboBox2->setModel(proxy2);

  connect(ui->comboBox1, &QComboBox::currentTextChanged,
          this, &MainWindow::something_changed);
  connect(ui->comboBox2, &QComboBox::currentTextChanged,
          this, &MainWindow::something_changed);

  something_changed();
}

void MainWindow::something_changed() {
  ui->comboBox1->blockSignals(true); //prevent recursion
  ui->comboBox2->blockSignals(true);
  proxy2->setFilterRegExp(QString("^(?!(%1)$)").arg(
                          QRegExp::escape(ui->comboBox1->currentText())));
  proxy1->setFilterRegExp(QString("^(?!(%1)$)").arg(
                          QRegExp::escape(ui->comboBox2->currentText())));

  ui->comboBox1->blockSignals(false);
  ui->comboBox2->blockSignals(false);
}

Tested in Qt 5.3.