How to change Checout page State & City Field Label in Magento 2

You can change it from Database by the following query.
Field is frontend_label in table eav_attribute, following are select queries.
SELECT * FROM eav_attribute WHERE attribute_code = 'city';
SELECT * FROM eav_attribute WHERE attribute_code = 'region';
SELECT * FROM eav_attribute WHERE attribute_code = 'region_id';