simplified by taking out the nested SELECT and just replacing it with another REGEXP.

So we have for mySQL:

SELECT DISTINCT city FROM station WHERE city RLIKE '^[aeiou]' AND city RLIKE '[aeiou]$'

RLIKE is just a synonym for REGEXP for those who don't know.

Also, simplified even more by (credit: rshaghoulian):

SELECT DISTINCT city FROM station WHERE city RLIKE '^[aeiou.*aeiou]$'