Imagined London by Anna Quindlen (2004)

Subtitled A Tour of the World's Greatest Fictional City, this is a great little book about London as seen through its fictional denizens as well as its real-life ones. Quindlen didn't go to London until she was in her forties, and this book explores what she expected to find from all the literature she'd read set in London, as well as what she actually found when she got there.  Great fun, Quindlen. Now write one about New York City!