Ah yes, Ankh-Morpork; the Big Wahoonie, with its Unseen University and many little crooked streets.
I did like how Arkham City was made but from a game- and graphics perspective. Gotham sounds interesting but a terrible place to live.
There are so many cool places in the Tomba games such as Dwarf Village and Circus Town... and then there's the Exodar in World of Warcraft that has a special meaning to me. It's just a giant space ship underground after crashing but it counts as a city. And then there's the settlement where the Mulefa live in Amber Spyglass. Mots of things happened there that I see as quite important, to say the least. Oh, there are so many.