You mean, like, a normal city?
I know there is a small mall in Providence RI that does this (more like a strip mall if I remember correctly).
I also believe there are condos above one of the malls here in Boston but I am not entirely sure if they have their own entrance or if they have direct access to the mall.
The residents were so upset they initiated a recall of council members and revoked the apartment portion of the deal (after the company had already built the mall).
It's not just any small mall -- it's literally the first/oldest indoor shopping mall in the US! https://en.wikipedia.org/wiki/Westminster_Arcade
Sadly it didn't seem very lively the time I visited last year. Nice architecture and a few cool stores though!
Not quite the same as stepping out of your apartment into a mall, but close.
I wasn't super thrilled with the high-rise itself (tenants were very noisy), but I quite like that aspect of it.
It's an odd thing in the suburbs, someone has to really value the mall, because the units can be quite expensive compared to single family units in town, and there's certainly more financial risk in owning a unit attached to the mall if the mall starts to fail.