Mat 11:21 Woe unto you, Chorazin! woe unto you, Bethsaida! for if the mighty works, which were done in you, had been done in Tyre and Sidon, they would have repented long ago in sackcloth and ashes.

Chorazin and Bethsaida were, according to the previous verse, Mat 11:20, cities where Christ had done "mighty works" but the people had not repented. For me, this makes perfect sense as a continuation of Christ's discussion of the defects of a given society. Christ here and elsewhere, looks at each city as a separate society, with its own culture. These cultures are not all created equal.

"Woe" is ouai, which in an interjection meaning "woe" or "alas."
"Mighty works" is dunamis, which means "power," "might," "influence," "authority," and "force."
"Done" is gignomai, which means "come into being," "to become," "to appear," and "to take place." It is the same word used in the Lord's Prayer in "thy will be done."
"Repent" is metanoeô, which means "to perceive aftewards," "to change one's mind," and "to repent." We might say "re-evaluate."
"Tyre and Sidon" were two ancient Phoenician cities on the coast. According to Mark, Mar 3:8, people came from these cities to hear Christ speak.
"Sackcloth" is sakkos, which is "a coase cloth of hair" used for sacks because it was uncomfortable for clothing. This was worn by people as a signing of mourning or penance.
"Ashes" is spodos, which means "wood ashes" and, more generally, "dust." It was rubbed on sackcloth as a sign of mourning.

Christ is saying that these cities of the Jews are more resistant to seeing the flaws of their ways that the Gentiles.