Performance in Entity Framework Foreach Add elements - sql

Question

I have a program to add points of interest and it's guides from a webservice to a data base, it looks like this:
// For all the cities (like 1M)
foreach(City city in ListOfCities){
try {
AddCity(city);
} catch (Exception ex){
_logger.Error(ex.Message);
continue;
}
}
//save points of interest of the city to the database
public void AddCity(City city){
using (WEntities context = new WEntities()){
//for all the points of interest
foreach(PointOfInterest point in city){
try{
//search all the guides and add them to the point of interest
List<Guide> listGuides = _webservice.GetAllGuidesForPoint(point);
foreach(Guide guide in listGuides){
point.Guides.Add(guide);
}
// add the point to the context and save it to the database
context.PointOfInterest.AddObject(point);
context.ObjectStateManager.ChangeObjectState(point, System.Data.EntityState.Added);
context.SaveChanges();
} catch (Exception ex) {
_logger.Error(ex.Message)
continue;
}
}
}
}
The problem is, that given a number of cities, the speed of each iteration drop significantly, at first each loop may take 1 second, and in the end can take more than 30 minutes.
What I'm doing wrong? Can I do something to make all the iterations to take the same time (the short one, if I can choose)?
P.D.: what's more, the cpu and ram usage increments over the time.