Large cities can have very vibrant local communities. I lived in NYC for several years and had very rewarding connections with other people in my same neighborhood, not different from the one you'd expect in a small village.
Compared to living in a building in Seattle for two years where I only ever met one neighbor, who was an old lady that need helped down some stairs when the fire alarm went off. People mostly avoided each other in that building.
It's a bit hit and miss, but if you feel like you are a part of a strong local community (even just a building full of friends), it is incredibly rewarding.