These maps are based on chairlechiu's 簡易攻略 and this list[wenku.baidu.com] I found on Baidu, as well as checking it against the information in-game, in order to show where these special buildings are in a visual way. So for example, if I want to upgrade my archers or recruit some horse archers (that the game calls shock cavalry, for some reason), I can see at a glance which cities I might need to take in order to do that.

Key

What each color represents will be explained under each map. Cities marked with white dots have a technology development facility, allowing further unit upgrades or advanced equipment or ships to be built.

Under each color will be a textual list of all cities that contain the relevant building, sorted in regional order: Hebei, Central Plains (Zhongyuan), Chu, Northwest (Xibei), Wuyue, and Ba-Shu. Each entry will also indicate which city size unlocks the building (city sizes: small, medium, large, huge). For example, "Yongchang/Large" means that Yongchang needs to be upgraded to a large city in order to unlock the war elephant training facility.

If the city contains a technology development facility, then the entry will also indicate at which size the technology development facility will be unlocked. This will always come after the special unit building. For example, "Jiangxia/Huge+Large" means that Jiangxia needs to be upgraded to a huge city to unlock its infantry training facility, but it only needs to be upgraded to a large city for its technology development facility to be unlocked.

If there're any errors, please comment below!

• Cao Cao blue: Horse archer training facilities
  
  • Hebei
    
    • Beiping/Large
      
    • Shangdang/Huge
  • Northwest
    
    • Wuwei/Large
  
  
• Liu Biao blue: Shipyards
  
  • Central Plains
    
    • Lujiang/Huge
  • Chu
    
    • Shangyong/Medium
      
    • Jiangling/Medium+Huge
  • Wuyue
    
    • Chaisang/Medium+Large
      
    • Jianye/Medium+Large
      
    • Wu/Medium
  • Ba-Shu
    
    • Yong'an/Medium
  
  
• Liu Bei Green: Rattan armored troop training facilities
  
  • Ba-Shu
    
    • Jianning/Large
      
    • Yunnan/Medium
  
  
• Sun Jian red: Barbarian troop recruitment facilities
  
  • Chu
    
    • Wuling/Large
  • Wuyue
    
    • Jian'an/Medium
      
    • Jiaozhi/Medium
  
  
• Meng Huo orange: War elephant training facilities
  
  • Ba-Shu
    
    • Yongchang/Large

• Cao Cao blue: Cavalry training facilities
  
  • Hebei
    
    • Xiangping/Medium
      
    • Beiping/Medium
      
    • Jinyang/Medium+Large
      
    • Shangdang/Medium
  • Northwest
    
    • Anding/Medium+Huge
      
    • Wuwei/Medium
      
    • Xiping/Medium+Large
  
  
• Sun Jian red: Infantry training facilities
  
  • Hebei
    
    • Nanpi/Medium+Large
      
    • Pingyuan/Medium
  • Central Plains
    
    • Xiapi/Medium
      
    • Chenliu/Medium
      
    • Xuchang/Medium
      
    • Ru'nan/Medium
      
    • Shouchun/Large
  • Chu
    
    • Shangyong/Large
      
    • Yuan (or Wan)/Medium+Large
      
    • Xinye/Medium
      
    • Jiangxia/Huge+Large
      
    • Changsha/Large
      
    • Guiyang/Huge
  • Wuyue
    
    • Kuaiji/Large
  • Northwest
    
    • Tianshui/Medium
  • Ba-Shu
    
    • Zitong/Large
      
    • Jiangzhou/Huge+Large
      
    • Jianning/Medium

• Hebei
  
  • Xiangping/Large
    
  • Ji/Large
    
  • Shangdang/Large
• Central Plains
  
  • Puyang/Large
    
  • He'nei/Large
    
  • Ru'nan/Medium
    
  • Lujiang/Huge
• Chu
  
  • Yuan (or Wan)/Huge+Large
    
  • Jiangxia/Medium+Large
    
  • Wuling/Medium
    
  • Lingling/Medium
• Northwest
  
  • Wuwei/Huge
    
  • Tianshui/Medium
• Wuyue
  
  • Nanhai/Medium
• Ba-Shu
  
  • Wudu/Medium+Large
    
  • Hanzhong/Large+Huge
    
  • Yong'an/Large
    
  • Yunnan/Large

• Hebei
  
  • Pingyuan/Large
• Central Plains
  
  • Chenliu/Medium
    
  • Shouchun/Large
• Chu
  
  • Xinye/Large
    
  • Guiyang/Medium
• Wuyue
  
  • Jian'an/Large
• Ba-Shu
  
  • Jiangzhou/Medium+Large
    
  • Yongchang/Medium