The correct answer is - megalopolis.
The cities of Los Angeles and San Diego are cities in close proximity. They are supporting each other, collaborating, helping, and in general have very close ties. Also, the space between them is almost totally inhabited, so they are in connected.
Both of them are part of the South California megalopolis. This is a transnational megalopolis as it is spread out on the territories of both, the United States and Mexico. Los Angeles and San Diego are forming this megalopolis with the likes of Anaheim, Bakersfield, Las Vegas, Long Beach, Riverside, San Bernardino, and Tijuana.