With urban campaigns, all of the above is good.
As an example, from TV, the series 24 could be used as a template, where things all take place in the span of 1 day, revealing new leads but accumulating in a definite end for this particular event. Background info
they come across however are tie ins for further single day events several days away.
Or, yes, they fight, find out the MacGuffin is being moved after a tough battle and give em the choice, track it down now, or start looking the next morning, but it's out of the city (locked away) and they need to track down those who know where it was headed. ...