Politicians in New York, Seattle and other "sanctuary cities" that protect immigrants who are in the U.S. illegally declared Wednesday they won't be intimidated by a move by President Donald Trump to cut off millions in federal funding to such communities.

Many cities vowed legal action, arguing that the threatened punishment would be unconstitutional. Boston Mayor Marty Walsh promised to let immigrants who feel threatened by the administration's actions take shelter in City Hall if necessary.

"This city will not be bullied by this administration," Seattle Mayor Ed Murray said, adding that he instructed city departments to rework their budgets to prepare for the possibility that federal dollars could be lost. "We believe we have the rule of law and the courts on our side."