It's a quality very much particular to the mythos of that city, and I was struck by it reading this review of two new major Bob Dylan surveys. Giles Harvey writes:
Dylan’s songs (there are now more than five hundred of them) seem to unearth a strange, alternate, subterranean America, an antic shadow country of dirt roads and frontier towns, abandoned mines and teeming plantations, a land inhabited by outlaws, vagabonds, crapshooters, confidence men, vigilantes, and religious fanatics, to name only its most conspicuous citizens....al happenings of the day. They no longer partitioned the country into moral factions, with arms dealers, corrupt politicians, Southern racists, and conventional bourgeois society on one side and the young, the poor, the downtrodden, and the guitar-and- harmonica-wielding troubadours on the other. They no longer asked—as Florence Reece’s pro-union protest song of the 1930s had done—”Which Side Are You On?” Instead, Dylan began writing a kind of visionary nonsense verse, in which the rough, ribald, lawless America of the country’s traditional folk music collided with a surreal ensemble of characters from history, literature, legend, the Bible, and many other places besides.I sometimes wonder if Dylan owes his popularity to a wildness we wish was still is ours, to a more raffish origin story that is solidly cloistered in the American past and that is no longer part of our essential nature.
Maybe it's that a city is the largest structure we can build on a foundation of catacombs and labyrinths, and countries require more stable foundations. London is counterbalanced by the more (theoretically) wholesome English countryside. America has its sinkholes and its mystery cities, and its (theoretically) wide-open, sound heartland. Enigmas pale in the sweep of larger countries.