Sorry, my english is not that good. But i like to improve the upvoted answers.
I think that using Dictionary is more simple and clean.
class Program
    {
        static void Main(string[] args)
        {
            agencia ag1 = new agencia()
            {
                name = "Iquique",
                data = new object[] { new object[] {"Lucas", 20 }, new object[] {"Fernando", 15 } }
            };
            agencia ag2 = new agencia()
            {
                name = "Valparaiso",
                data = new object[] { new object[] { "Rems", 20 }, new object[] { "Perex", 15 } }
            };
            agencia agn = new agencia()
            {
                name = "Santiago",
                data = new object[] { new object[] { "Jhon", 20 }, new object[] { "Karma", 15 } }
            };
            Dictionary<string, agencia> dic = new Dictionary<string, agencia>
            {
                { "Iquique", ag1 },
                { "Valparaiso", ag2 },
                { "Santiago", agn }
            };
            string da = Newtonsoft.Json.JsonConvert.SerializeObject(dic);
            Console.WriteLine(da);
            Console.ReadLine();
        }
    }
    public class agencia
    {
        public string name { get; set; }
        public object[] data { get; set; }
    }
This code generate the following json (This is desired format) 
{  
   "Iquique":{  
      "name":"Iquique",
      "data":[  
         [  
            "Lucas",
            20
         ],
         [  
            "Fernando",
            15
         ]
      ]
   },
   "Valparaiso":{  
      "name":"Valparaiso",
      "data":[  
         [  
            "Rems",
            20
         ],
         [  
            "Perex",
            15
         ]
      ]
   },
   "Santiago":{  
      "name":"Santiago",
      "data":[  
         [  
            "Jhon",
            20
         ],
         [  
            "Karma",
            15
         ]
      ]
   }
}