Hmmm...New Sheoth from Shivering Isles. I like the Tim Burton-esque architecture on Crucible, and the bright colors of Bliss, and the way the whole city is neatly split between the two is fun.
Yharnam from Bloodborne. The foreboding gothic architecture, the Escher-esque layout of the city, the grim Victorian atmosphere, and all the dark secrets lurking within its bowels...I wouldn't have minded if the whole game took place in it.
The Grove from Guild Wars 2. https://www.youtube.com/watch?v=2uBGGPCAVhE It stands head and shoulders over all the other cities in the game, most of which are wonderfully designed as well.
Cosmo Canyon from Final Fantasy VII. Calling it a city might be generous, but it's still visually appealing. A town built into the side of a red rock mountain, with a network of tunnels and a big ol' observatory at the top. What's not to like? https://www.youtube.com/watch?v=1T3srk8Dkuo
If "wasted potential" were to be defined in the dictionary, I'd put a picture of Colombia right next to it. The city is indeed beautiful...for about the first hour or so. After than, it gets progressively darker, danker and dirtier until it's nearly indistinguishable from the leagues of brown shooters out there. And that's when they're not shoving you into the even darker and less inspired interiors. I honestly have no idea why they bothered with this setting.