I can find the following words from the word list in the grid:
* ALGIERS
* AMSTERDAM
* ATHENS
* BAGHDAD
* BANGKOK
* BEIJING
* BEIRUT
* BELGRADE
* BERLIN
* BRUSSELS
* BUDAPEST
* BUENOS AIRES
* CAIRO
* COPENHAGEN
* DAMASCUS
* DUBLIN
* HANOI
* HAVANA
* HELSINKI
* KUWAIT
* LONDON
* LUXEMBOURG
* MADRID
* MANILA
* MONACO
* MOSCOW
* OTTAWA
* PYONGYANG
* RIYADH
* SAN SALVADOR
* SANTIAGO
* SANTO DOMINGO
* SEOUL
* STOCKHOLM
* TEHRAN
* TOKYO
* VIENNA
* WARSAW