I've never personally fought a Dragon INSIDE WALLS of a City. But HAVE fought quite a few in cities/towns.
Winterhold, Dawnstar, as GREAT examples. It seems ALMOST ALWAYS every time I fast travel to Dawnstar a frikkin' Dragon decides he wants to rain on my parade. Most of the times he even BRINGS A FRIEND!

But cities like Whiterun, Solitude, Windhelm, etc.? Nah.. not yet.
Wanna hear something funny? I pretty much predicted the attack on Helgen. I KNEW some city was going to be part of a "Dragon's attacking the City" kinda quest. I just didn't know it'd happen RIGHT OFF THE BAT, lol.
Sad too, would've picked a better town to destroy... like Falkreath. Which is now the "Leyawiin" of Skyrim for me:
"Welcome! To the most DEPRESSING location in the whole world! Enjoy your RAIN!"
-.-