MDX equivalent of a filtered GROUP BY in SQL

Does that title make sense? I don't know if it does, but I can't think of another description for this problem. If anyone can think of a better title I would love to hear it. It's hard to explain in words so let's jump into some code examples.

Consider the following SQL statement against the AdventureWorksDW relational database. The requirement is to select a list of 4 cities and then want to see the order quantity grouped at the country level.