Click the DEST_CITY_NAME header on the filter to close it. Then do the same for ORIGIN_CITY_NAME -- drag it on top of the DEST_CITY_NAME filter and select the cities you want -- and you'll just have info for flights between your key cities.
At this point, it may be worth noting on the report itself that the data is now only for a few cities. You can add text to the page by clicking on the Text Box button on the Home ribbon. Move and shape it the way you want on the canvas and then write some text explaining which cities the report covers.
We can now make it easy for users to pick origin and destination cities by adding a couple of slicers. Click onto an empty area of the canvas, then click on the slicer visualization icon (it looks like a little filter/funnel on a table icon under Visualizations -- in the May 2016 version of Power BI, it's the third from last icon under Visualizations). Check ORIGIN_CITY_NAME. Now click on an empty area of the canvas again, click on the slicer icon a second time, and then click on DEST_CITY_NAME. Size and move slicers around the canvas as you like.
If you still have enough cities in your slicer that adding a search box is worthwhile, click the ellipsis in the top right of the slicer and select Search. That will add a text search box to the slicer.
Adding a search box to a slicer.
If the text is a little small and hard to read, click on each slicer, then click the brush icon and choose a new text size under Items. Just as with the graph, you can change the title and click on the fields to rename them (from, say, ORIGIN_CITY_NAME to Origin City and DEST_CITY_NAME to Desintation City) and increase the Header font size.
You can probably now see the benefit of filtering the data first: Without that page-level filter, there would be more than 300 cities to scroll through on each slicer.
Finally, it might be interesting to see the actual flights, not just the airline. Drag Airline to an empty spot on the canvas and then add FL_NUM. You'll get a table. Add Dep Delay and Arr Delay, and then once again make sure to change both from Sum to Average (under Values). Rename FL_NUM to Flight. You can add the scheduled departure time by clicking on CRS_DEP_TIME and adding that to the table, too.
Now when you click on an origin and destination city in the slicers, you'll see all available flights and their average arrival and departure delays. If you click on one airline's bar in the graph, the table will show just that airline's flights.
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