Forbidden City
Mentioned in Interesting Times, this is a city within another city (Hunghung). There is no way to covertly enter the city-- except through the sewers. Inside, the women bind their feet to make themselves more attractive, there are 'special dungeons' and the torturers can keep a man alive for years. There's also that thing they do with the wire waistcoat and the cheese grater...
Once within the stone exterior of the forbidden city, many of the interior walls are paper but the people have been strictly taught NOT to walk through walls (what do you think the doors are for?) and this must be why Cohen's trick of walking through walls is so impressive. The Forbidden City really is like its own city and many people live and work there or in its outskirts.
Annotation
Very similar to Roundworld's Forbidden City in that the Chinese imperial palace from the Ming Dynasty to the end of the Qing Dynasty was located in the middle of what is now Beijing, China. It now houses the Palace Museum. For almost five centuries, it served as the home of the Emperor and his household, as well as the ceremonial and political centre of Chinese government. It was enormous: it consists of 980 surviving buildings with 8,707 bays of rooms and covers 720,000 m2 (7,800,000 sq ft).