Understanding the flow in urban environments is an increasingly relevant problem due to its significant impact on air quality and thermal effects in cities worldwide. In this review we provide an overview of efforts based on experiments and simulations to gain insight into this complex physical phenomenon. We highlight the relevance of coherent structures in urban flows, which are responsible for the pollutant-dispersion and thermal fields in the city. We also suggest a more widespread use of data-driven methods to characterize flow structures as a way to further understand the dynamics of urban flows, with the aim of tackling the important sustainability challenges associated with them. Artificial intelligence and urban flows should be combined into a new research line, where classical data-driven tools and machine-learning algorithms can shed light on the physical mechanisms associated with urban pollution.