St. Augustine, Florida, founded in 1565, is the oldest European colonial city in the continental United States. Santa Fe, New Mexico is the oldest capital city in the continental United States - founded in 1607 (moved from another location that was establish in 1598).
San Juan, Puerto Rico, (founded in 1521) is the oldest capital city that is part of the United States. The capital was originally established in Caparra (1508).
Jamestown was established in 1607 and is the oldest English settlement in the United States. That's almost 100 years after Caparra, but only a decade after Santa Fe.