Suggest me a novel in which the city is another character

I mean, a novel in which the city where the characters live and the plot unfolds is not just the setting, but has its own microcosm, where all the changes that happen in it also affect the characters' plots, and it feels like a living being that breathes, suffers, and loves.

It's a strange request, but I had to try.

Thanks in advance for your suggestions!