I think the idea of cities as a sprawling adventurous place really comes from Lankhmar, and Conan to a lesser degree. Lankhmar is even where the whole idea of a Thieves' Guild comes from. But then you also have the evergreen milieu of castles on cliffs, dark forests, and wide open spaces that are sort of embedded in the collective unconscious as "fantasy", a place that's almost wild. They don't really play too well if you're focusing on realism and the "typical" D&D world, since most settings since most tend to be either relatively small (or absolutely unrealistically massive), and one focuses more on realism and the other more on fairytale logic. For my money I think the Sword Coast does this dynamic the best, although it isn't really coherent from geographical or political point of view, it does maximize fun. And between you and me, it makes about as much sense as most other D&Disms.