If you live in Phoenix but your postal address says "Glendale, AZ", then you would put "Glendale" on that form.
If you are genuinely confused about this and write "Phoenix" instead, (or, for example, "New York, NY" even though your address says "Brooklyn, NY"), I would be very surprised if any court would convict you of perjury. Your statement having been literally true is an affirmative defense to a perjury charge. The worst that will happen is the IRS won't be able to send you mail.