Your decomposition of
Flight(CityDeparture,CityArrival,Day,NationDeparture,NationArrival)
into
Flight(CityDeparture,CityArrival,Day)
CityD(CityDeparture,NationDeparture)
CityA(CityArrival,NationArrival)
gives you indeed BCNF.
Regarding the last step, the unification of CityD and CityA: This is not justified by your functional dependencies, and thus incorrect from a formal database perspective. It would be justified by further context knowledge. In practice, it would of course make sense in most settings.
Keep in mind that database normalization is a formal discipline, and so are its algorithms. Substitute artificial names for your relation, e.g., R(A,B,C,D,E) with the same keys and functional dependencies - the result must be same up to renaming.
EDIT This assumes that the primary key and the two functional dependencies CityDeparture->NationDeparture and CityArrival->NationArrival were given as part of the exercise - otherwise see Mike's answer.