Random fantasy cities that come to mind...
Tindalos - beyond time itself, the hound-like creatures that haunt its streets hunger for something in humanity. "They are lean and athirst!"
Mos Eisley - a wretched hive of scum and villainy.
Middenheim - the WFRP city on a rock, rising above the surrounding woodlands. The rock is wormholed with dwarven tunnels now filled with mutants, goblins, and worse. You'll probably catch a horrible disease from a one-legged beggar.
With a tip o' the hat to barghus I think he missed one of Moorcock's more interesting cities... Londra, the capital of the empire of Granbretan, from the Hawkmoon series. Swarming with military orders that go masked as beasts, insects, etc., and neurotically refuse to unmask, speaking in secret languages, and favoring different weapons, filled with weird fantasy pseudo-science, and ruled by a freakish emperor kept alive by insane machinery, Londra is perfect for exploration by hardy PCs.
And I would be remiss if I did not mention Gormenghast, with its vast tenantless halls filled with the relics of dead dynasties, its government by ritual, and its freakish remant of a population and their curious relationship with the folk of its limpet-like suburb.