Enormous and dense with people, a megalopolis is a huge city, series of nearby cities, or part of an even bigger city. Mumbai is a megalopolis, but Walla Walla, Washington is not.
Historians and geographers generally use the word megalopolis when they're talking about a chain of cities whose total population exceeds ten million, like the ones dotting the East Coast of the United States. The region made up of the cities between Boston and Washington, D.C. is one well-known megalopolis. The Greek suffix polis means city — think metropolis — and the prefix megas means "great."