Foreign keys to a different database?

We have operations in several cities with relatively little interaction between them. I would like to keep the tables for each city in separate databases to simplify application development (uniform table names and formats, just open a different db). But there is some common data which needs to be referenced by each opeartion's database. I know that true foreign keys are not allowed to reference a table in another database. Is there any workaround for this limitation or do the applications have to take full responsibility for referential integrity? I have considered triggers on the referenced and referencing columns, but that seems like a high maintenance solution. Thanks, Jeff