Thanks for all the interesting replies! Given the response, I decided to make a whole community around this, hope you’ll consider joining!
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Maybe Palimpsest by Catherynne M. Valente? Her Orphan’s Tales have some interesting cities too, but that’s a bit of a stretch.
Again, not just one city, but take a look at Invisible Cities by Italo Calvino - it was a direct inspiration for Fallen London.
China Miéville might be worth checking out - go for either the City and the City or for Perdido Street Station.