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Option 1: Delhi and Mumbai. This option suggests that the first cities connected by STD services were Delhi and Mumbai. However, this is not correct according to the given answer.
Option 2: Delhi and Kolkata. This option suggests that the first cities connected by STD services were Delhi and Kolkata. However, this is not correct according to the given answer.
Option 3: Kanpur and Delhi. This option suggests that the first cities connected by STD services were Kanpur and Delhi. However, this is not correct according to the given answer.
Option 4: Kanpur and Lucknow. This option is correct according to the answer provided. It indicates that the first cities connected by STD services were Kanpur and Lucknow.
In conclusion, the correct answer is option 4 - Kanpur and Lucknow.