My favourite urban fantasies would be some old (possibly obscure?) classics:
Charles de Lint writes quite a few things in this vein, and I'm esp. fond of his _Jack the Giant Killer_ and its sequel, _Drink Down the Moon_:
https://www.goodreads.com/series/131...ck-of-kinrowan
Blending that with literary fiction, Susan Cooper's _The Dark is Rising_ pentalogy is one of the best books I've ever read, and I cannot recommend it highly enough --- if new to you, I'd recommend it strongly.
It's been a long while since I've had time to read new fiction, so will defer to folks who are more current.