It's warmer in the city than it is out in the suburbs and boonies (for example).
Also, a localized “effect” is not a climactic one.
If you add them all up, they have an "effect" globally, at least in the statistical sense.
Not a particular example of anything except most cities being located closer to sea level, having a dearth of shading and more radiant heat (exhaust gases negligent) due to more machinery being operated.
Still not a factor in climate. NYC is even experiencing lower than average temperatures at present; they had a high of 71°F yesterday.
I’ll certainly refrain from listening to government agencies that have the temerity to measure atmospheric carbon dioxide at the summit of an active volcano and try to tell me that it’s representative of the world at large.