Says who? Localities do not make national immigration policy. To my recollection Sanctuary City laws haven't been fought out in front of the Supreme Court.

Says SCOTUS. In 1997, in Printz v. U.S., the Court held that the federal government cannot

The Constitution's structure reveals a principle that controls these cases: the system of "dual sovereignty." See, e. g., Gregory v. Ashcroft, 501 U. S. 452, 457. Although the States surrendered many of their powers to the new Federal Government, they retained a residuary and inviolable sovereignty that is reflected throughout the Constitution's text. See, e. g., Lane County v. Oregon, 7 Wall. 71, 76. The Framers rejected the concept of a central government that would act upon and through the States, and instead designed a system in which the State and Federal Governments would exercise concurrent authority over the people. The Federal Government's power would be augmented immeasurably and impermissibly if it were able to impress into its service-and at no cost to itself-the police officers of the 50 States. Pp. 918-922.

https://supreme.justia.com/cases/federal/us/521/89...

That case dealt with forcing state officials to run background checks for firearms under the Brady law, but the general principle is known as "Anti-Commandeering." Basically, the Supremacy Clause requires everyone (including state officials) to obey federal law, but the Tenth Amendment prohibits the federal government from requiring state officials to implement or enforce federal law, or to be "dragooned" into service to help the federal government enforce federal law. They can't make state officials administer background checks.

The same principle would apply to sanctuary laws. The federal government can require states to follow federal immigration law, but they can't force a state to let the federal government use its jails or prisons to hold people for them (for example).