There is the WorldMap template for AspMap at http://www.vdstech.com/aspmap-templates.aspx. It includes the places.shp file in the App_Data/WorldMap directory, it contains about 8000 populated places. The same data is available at http://www.naturalearthdata.com/
Another file with about 250,000 locations is available here. The locations were extracted from the freely available OpenStreetMap planet file.