The correct answer is option 1, Asia.

Asia has the largest number of million cities compared to North America, Europe, and Africa.

Option 2, North America, is not the correct answer because while North America does have several large cities such as New York, Los Angeles, and Chicago, it does not have as many million cities as Asia.

Option 3, Europe, is also not the correct answer. While Europe does have many large cities such as Paris, London, and Berlin, it still has fewer million cities compared to Asia.

Option 4, Africa, is not the correct answer either. Africa has some major cities like Cairo and Johannesburg, but it has fewer million cities compared to Asia.

Therefore, the correct answer is option 1, Asia, as it has the largest number of million cities.