Push was shot on location in Hong Kong and gives you a nice feel for the city.

The French Connection shows a cold 1970s NYC. The director decided to shoot the film like a documentary. Parts of the infamous car chase take place in real traffic... It's one of the earliest films to show the Twin Towers, one completed and one still under construction.

I'm going to recommend three Asian films. Note: all of these are fairly old, and I don't know how easy it is to find English subtitles for them. I can vouch that the Chinese one is very authentic, I'm not as sure about the Korean and Japanese one, but they look pretty authentic for their time.

In the Heat of the Sun （阳光灿烂的日子）[1995], a Chinese film about a group of teenagers growing up in Beijing during the cultural revolution. The main character and his friends are free to roam the streets of Beijing day and night because the cultural revolution has caused their parents and most adults to be either busy or away and school was basically stopped. Fairly light-hearted, basically about all the foolish things you do as teenagers. Beijing then was very different from Beijing now, no skyscrapers, a lot of hutongs, no cars.

Memories of Murder (살인의 추억) [2003], a Korean film about two detectives trying to catch a serial murderer. The story takes place in a small town in 1986 and is based on a true event. A very good crime film, and I think it fairly accurately describes the political and cultural environment of Korea at the time - corruption, injustice of police, etc.

Seven Samurai （七人の侍）[1954], a black and white Japanese film about villagers hiring samurai to defend their village against bandits. The story takes place in 1586 in a Japanese village. I've heard that the clothes, war tactics, weapons, buildings, etc are all fairly accurate, but the plotline of poor villagers hiring samurai is not.

City of God is 100% this. It tells the story of the evolution of crime in a poor neighborhood of Rio de Janeiro (Brazil). Awesome movie. It’s ours Goodfellas :)

Also: it was shot in the place, with many actors from the community.

Breathless (or À bout de souffle) by Jean-Luc Godard, which is from the French New Wave and takes place in Paris.

At the time, the film attracted much attention for its bold visual style, which included unconventional use of jump cuts.

...

No permission was received to shoot the film in its various locations (mainly the side streets and boulevards of Paris) either, adding to the spontaneous feel that Godard was aiming for. However, all locations were picked out before shooting began and assistant director Pierre Rissient has described the shoot as very organized. Actor Richard Balducci has stated that shooting days ranged from 15 minutes to 12 hours, depending on how many ideas Godard had that day. Producer Georges de Beauregard wrote a letter to the entire crew complaining about the erratic shooting schedule. Coutard says that on a day that Godard had called in sick de Beauregard bumped into the director at a cafe and the two got into a fist fight.

The shots on the streets of Paris do feel very authentic and real because of how they filmed. If you're getting into French cinema, this is a great starting point.

Movies:

• Lost in Translation - Tokyo

• Drive - Los Angeles

• Only God Forgives - Bangkok

• Nightcrawler - Los Angeles

• Before Sunrise - Vienna

• Before Sunset - Paris

• Lady Bird - Sacramento

• Letters from Iwo Jima - Iwo Jima

• Sicario - Mexican-US border area (I guess)

• Amelie - Paris

TV shows:

• The Wire - Baltimore

• Love - Los Angeles

• Breaking Bad & Better Call Saul - Albuquerque

Rocky. It captures the essence of Philadelphia generally, and Fishtown/Port Richmond/Kensington specifically, in the late 70s.

I hate to be that "not a movie but..." guy but I'm going to do it anyway, sorry. There's a TV show called "Please Like Me" which is set and filmed in suburban and uban Melbourne, Australia. It's the only depiction of my city that I've seen on screen, and it captures a lot of aspects of the atmosphere and lifestyle.
EDIT: Actually there's also The Wog Boy but uh... it's The Wog Boy.

Vicky Cristina Barcelona - I've never been to Barcelona, but the city is the other partner in a complicated love affair, and an integral part of the filmmaking.

I hadn't enjoyed a Woody Allen film in years, but this was a well-directed and acted piece that lavished as much attention on the gorgeous scenery and city life of Barcelona as on the breathless romantic interactions of some very pretty actors.

Oh, and also, though it's not a single movie - Four Seasons in Havana. It's an extraordinary modern Noir detective story, where the politics, daily life at all levels of society, geography, and culture are the threads that tie together both the story and the cinematography. You get a nearly bone-deep feeling of being there.

So this is where I admit that I spend too much time with movie-watching. I have a sentimental, mournful pick that reflects the current decline of the city of Detroit - Only Lovers Left Alive. The broken, used-up, decaying but still fitfully living city is both backdrop and metaphor for lives lived too long and fast.

The only fantastic component is that the characters are vampires. I despise vampire stories, but gave in and watched this for the casting, and I'm glad I did. There are cuts to other, much older cities, with the implication that cities (and people, even supernatural ones) survive through constant reinvention and the engagement of their inhabitants, that history leaves scars, changes, and damage, but not obliteration.

Gonna be another TV recommendation but Breaking Bad and Better Call Saul both absolutely nail the setting of Albuquerque, New Mexico. I recommend the movie Sunshine Cleaning if you want to see more of that area, that film also captures it well.

Take This Waltz feels exactly like Toronto. The writer/director (Sarah Polley) is a Toronto native and, in many ways, the movie feels like a bit of a love letter to the city. When I was living in Toronto, I actually met someone from Korea who had moved to Toronto specifically because of that movie. It's nice because so many Hollywood movies have been filmed in Toronto, but they usually try hard to make it feel not like Toronto.

Eastbound and down does a pretty good job, at least inseason one, of portraying NC foothills.

Dirty Harry San Francisco.

The BBC comedy tv series "This Country" perfectly captures life in English Cotswold villages: https://www.theguardian.com/tv-and-radio/2017/feb/22/this-country-bbc-perfect-horrifying-tv-for-anyone-who-grew-up-in-a-village