One good way to locate international statistics at the sub-national (e.g., city) level is to visit the country's main statistical agency website and/or consult the statistical yearbook for the country. What is available will vary by country.
This dataset contains data on metropolitan regions with demographic, labour, innovation and economic statistics by population, regional surface, population density, labour force, employment, unemployment, GDP, GDP per capita, PCT patent applications, and elderly dependency ratio.
Search across publications and statistical information for member countries of the Organization for Economic Development and Cooperation. May include some city-level information, but focus is at country level.
Older (1998), but could still be useful for background.
Each city entry includes a summary of basic statistical and descriptive information, a detailed map, tables, and icons to help make this two-volume reference accessible and easy to use.