Most of the cities Miles mentioned (as well as many high populated GOP areas) aren't really urban. There's also the Cuban areas in/near Miami. IIRC, a McCain CD can be drawn within Philly, not sure where else this can be done with being entirely in a urban area.
McCain CD in Philadelphia? Either you have a very broad view of Philadelphia, or a very small CD (as in, I don't know, 100,000 people, may be 150,000). Philadelphia without suburbs is well over 80% Dem - which exactly are the areas you'd include?