Running with this (and probably beyond annoying at this point) I'm toying with an idea for an entire realm of the Never-never formed by human belief in mortal lands of legend. Emphasis on mortal, as they're not tied to specific pantheons, and therefore are independent of them.
Just like there's a Faerie, and it's broken into different realms of Winter, Summer, and Wyld Faerie, there could be a (smaller) realm of cities.
Below is a collection of mythological cities and lands that aren't directly tied to other religions. I left out Hell, Heaven, Hel, Asgard, and anything else that were the dwellings of gods and the dead (other than Brittia, which I think has potential).
This Realm could house a city like what Mojo is describing, as well as a city like what PJack is describing. Mojo's city could be one where mythological beings took up shop, and even started giving it additional shapes and purposes of their own. PJack's could be based on a (seemingly) more tenuous belief in the concept of Society manifesting as a sentient city mirroring both real world architecture and that of the human imagination.
If you want a dark city to quest to, you can have Thule, a once glorious city based on human mythology, but which was twisted by darkness in the last hundred years when humanity's perceptions of it changed under Nazi influence.
If you want to quest for a city of riches, there could be an isle with numerous cities - or one city with districts - of gold (El Dorado), silver (Sierra de la Plata), amber (Baltia), riches (Ciudad Blanca), and plenty (Cockaigne) sitting beneath a mountain of gold and a mountain of diamond (City of the Casears).
If you want a city of wisdom, I'm sure you could do something with Dinas Affaraon (druidic/alchemic home) and Atlantis (rumored to have advanced tech) and Mu and Lemuria (continents like Atlantis that pre-date mankind, but are often considered superior).
Arcadia - Pastoral utopia
Agartha - Subterranean city in the earth's core
Atlantis - Lost city with crstal tech and ties to water
Avalon - Island of apples, resting place of Arthur
Baltia - Island of amber
Brasil / Hy-brasil - Mythical island west of ireland
Brittia - Mythical island off the coast of Austra, souls of the dead
Camelot - Arthur's capital
City of the Casears - mythical city below a montain of gold and a mountain of diamond
Cockaigne - City of plenty
Dinas Affaraon - Druidic/alchemic city of power/ambrosia
El Dorado - Mythical city of gold
La Ciudad Blanca (White City) - City of riches
Lemuria - Mythic lost continent
Mu - Mythic lost continent
Paititi - Inca lost utopia land/city
Quivira & Cibola - 2 of Seven Cities of gold
Sierra de la Plata - Treasury of silver
Shangri-La - Harmonious valley
Thule - Mythic island of origin