When the mayors of the 10 cities with the nation's highest unemployment had their turn at the microphone, they delivered the strongest message heard at the National League of Cities convention.

"Too many of our people are facing the coldest and bleakest Christmas since 1936," said Mayor John Fedo of Duluth, Minn., whose 18.6 percent unemployment ranks only a notch behind the nation's unemployment capital of Youngstown, Ohio.

"Most of these folks have worked all their lives. They cannot depend on rhetoric any longer. Our people want jobs," he said.

For several days, league officials had limited themselves to polite and conciliatory comments about the need to cooperate with President Reagan, who had stopped by to offer kind words about their cherished revenue-sharing program.

But when the mayors got over their excitement at saving a program that has not been increased in six years, they began to grumble that they need far more from Washington than words about self-reliance.

By the time they left this morning, the old-time, big-bucks Democratic jobs proposals that Reagan ridiculed were looking good.

Milwaukee Mayor Henry Maier said the highway repair program should be expanded to include waterways, ports, sewers and public buildings. Rep. Morris K. Udall (D-Ariz.) called for a land reclamation program and a coal slurry pipeline to revive the depressed coal industry. Sen. Ernest F. Hollings (D-S.C.) demanded that Reagan scrap the MX missile and put the money into a massive jobs program.

Lost in the rush of proposals was any talk about New Federalism, the centerpiece of Reagan's State of the Union message last January and the subject that dominated last year's meeting. A resolution to limit New Federalism was passed after five minutes' debate. Instead, local officials and a leading governor decided to stop quibbling about New Federalism and to join forces to salvage their major aid programs.

"We don't want to be rearranging the furniture while the house is on fire," said Seattle's Democratic Mayor Charles Royer, the new league president. "We want to be where the action is, and the action will be with the budget."

"If we don't work together, we're going to take a real shellacking," said Utah Gov. Scott M. Matheson (D), chairman of the National Governors Association. "And that would be three shellackings in a row."

The governors and mayors still disagree on who should control the domestic programs that Washington might relinquish, with the mayors worried that rural-dominated state legislatures might cut or eliminate mass-transit aid, community development grants and public-housing subsidies. But they are setting aside these differences for now.

"New Federalism is dead in the water," said John Jacob, president of the National Urban League. "It has been overtaken by events. With record unemployment, with depression raging out of control, who cares about New Federalism? Who cares about reshuffling federal programs?"