Units take shields to support. So they are limited by the city they're supported from, not by your whole civ (unlike in Civ3). Shields used to support units aren't added to production each turn, and if you have more units supported from a given city than it can support, they'll get disbanded even if other cities have shields to spare. You can change the city a unit is supported from by taking it to the new city and pressing H. Some governments give you a few free units per city, see Civilopedia for details.
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