Step 1: Understanding the Concept:
The question asks to identify which of the given cities in Bihar is governed by a Municipal Corporation. Municipal Corporations are the highest form of urban local government, typically established for large urban areas.
Step 2: Detailed Explanation:
In Bihar, Municipal Corporations are established for major cities that meet certain population and revenue criteria.
\[\begin{array}{rl} \bullet & \text{Bhagalpur is a major city in Bihar and has had a Municipal Corporation for a long time. It is one of the oldest cities in the state to be granted this status.} \\ \bullet & \text{Gopalganj, Sitamarhi, and Rohtas (the district, with Sasaram as its headquarters) are smaller urban areas and are typically governed by lower tiers of urban local bodies like Municipal Councils (Nagar Parishad) or Nagar Panchayats.} \\ \end{array}\]
Step 3: Final Answer:
Among the given options, Bhagalpur has a Municipal Corporation.