Jamie here from Shopify. At this time we do not offer the ability to restrict shipping down to a single city, though this can be accomplished a few different ways. The most straight forward would be to include documentation that explicity outlines your shipping regions. This can be accomplished via a Shipping Information page, in your product descriptions, or when naming your shipping rates (Ie. Free Shipping within Lima ONLY). Keep in mind that this rate will be available to everyone in Peru, but you can then choose to refund/cancel orders from out of your region.
You can also look to apps like Better Shipping or Post Code Shipping extension to take greater control over your shipping rates: