1

One option is GADM. Having explored this data, while it satifies my need for some cities, its hard to find this data at such a granular level (lower than district level) for most of the cities.

2

A good source would be OSM and select based on the Admin level. Downloading all the OSM data for the world would be a pain if you just want cities, but you can try the Metro Areas extract (see here),

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