https://jessnevins.com/october/smokeghost.pdf
Smoke Ghost by Fritz Leiber, 1941.
https://en.wikipedia.org/wiki/The_Man_of_the_Crowd
The Man In The Crowd by Edgar Allan Poe.
https://ancientscholar.org/roman-ghosts-spirits-rituals-and-stories/
Anceint Rome has plenty of ghosts and creature. I'm sure some of those stories took place in the City.