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Smart cities must integrate a number of interdependent cyber-physical systems that operate in a coordinated manner to improve the well-being of the city's residents. A cyber-physical system (CPS) is a system of computational elements controlling physical entities. Large-scale CPSs are more vulnerable to attacks due to the cyber-physical interdependencies that can lead to cascading failures which can have a significant detrimental effect on a city. In this paper, a novel approach is proposed for analyzing the problem of allocating security resources, such as firewalls and anti-malware, over the various cyber components of an interdependent CPS to protect the system against imminent attacks. The problem is formulated as a Colonel Blotto game in which the attacker seeks to allocate its resources to compromise the CPS, while the defender chooses how to distribute its resources to defend against potential attacks …