Contemporary cities are both creators and receptors of global-scale collective problems. City-dwellers must cope with such far-reaching transformations that affect their communities and yet lie beyond the full jurisdiction of local administrations. Starting from this conundrum, this article seeks to answer the following questions: What is distinctive about urban policy making? What are its typical constraints and opportunities? To capture these details, I use the concepts of density and multi-scalarity, which briefly denote that cities are sites of dense relational networks that articulate over multiple territorial scales. The analysis unfolds through the prism of immigration as a paradigmatic urban issue and observes city governments and social movements as complementary agents in urban policy making. Human mobility is, in fact, a worldwide phenomenon that has profound consequences in cities of transit or settlement. Whereas citizenship and immigration are primarily prerogatives of central states, municipalities and activists crucially affect the lives of migrants, often stretching, countering, or circumventing supralocal provisions. To illustrate these points, the article draws on fieldwork carried out in 2017–2019 in two large south European cities led by progressive governments: Milan and Barcelona.