And the sky usually isn’t clear enough, anyway. When I lived in the PNW I read that visibility of Mt. Rainer from Seattle was almost exactly the same as Fujiyama from Tokyo, about 60 days a year.
Cleveland (and Detroit) each have massive salt mines beneath them. Not visible to the passing tourist, but they are very much natural wonders that are only a few hundred feet from the city centers.
On one of my two trips to Seattle there was a day it was just sunny enough to see the snow capped part of the mountains, and just cloudy enough to not see the lower part. It looked like the mountain was floating in the air!
I was going to mention that, but you beat me to it! Indeed it’s thought that Montreal got its name from the mountain.
It’s a pretty small mountain as such things go, but it’s a pretty area. It contains a large amount of parkland, and quite a sizeable artificial lake. Near the summit is a historic chateau, right beside a lookout that provides a great view of the city skyline. It is also home to St. Joseph’s Oratory; “Oratory” technically means a small chapel, but it’s been transformed over the years into what is basically a cathedral. The mountain area and Old Montreal are part of the city’s great charm.
Which is also the only one I can think of in Canada.
As lot of folks are posting examples of HUMAN MADE wonders, of which there are hundreds, depending on your threshold for wonder; the Great Pyramids, the Colosseum, the CN Tower, the Parthenon, etc. The OP was clearly asking for NATURAL wonders in or immediately adjacent to a city, a much trickier proposition
Oh, if it hasn’t been mentioned, I thought of Ha Long Bay, which is next to the city of Ha Long, unsurprisingly.
I read the OP as a natural wonder OR landmark. Aren’t landmarks both natural and manmade?
From reading the whole of the post, not just the three words ‘wonder or landmark’, it seems pretty clear the OP meant ‘Natural [wonder or landmark]’
Emphasis added by me:
Las Vegas has Red Rock Canyon right on the west side. Glorious.
The city of Constantine in Algeria is bisected by a big ravine.
San Antonio does have a landmark natural wonder and it kinda is a basement…
The parking lot of the Best Buy there literally ends at the Snake River Canyon. The Perrine Bridge is one of the only structures in the US that you can BASE jump from anytime, without permission. We were in town on business, hit the Best Buy, looked out at the canyon and saw someone jump off the bridge. Our hearts stopped for a second until we saw the parachute : )
St. Augustine, Florida, has the original, one and only, Ponce de León FOUNTAIN OF YOUTH!! Babies and toddlers litter the streets for miles in every direction! Puppies and kittens too numerous to be apprehended by the local animal control! Come one, come all! 
From what I’ve read, the FoY is actually a well dug many years ago and then exploited for tourist business. I’ve seen it up close and it is extremely uninspiring. PdL was told by the natives to go look in Bimini; they sure saw him coming! The entire enterprise reeks of tourist trap.
Spokane, Washington has the waterfalls on the Spokane River in the downtown area.
Oh yes. And have you tasted it? Sure smells and, what I imagine tastes, like reclaimed water. A fart cocktail, if you will.
“Colloquially expressed, but essentially correct.” – Mr. Spock 
The TV show Z Nation was filmed there and showed those falls in one of the later episodes; très picturesque.
The falls of the Sioux River are in, umm, Sioux Falls, the largest city in South Dakota. It’s no Niagara but still pretty nice .
And close enough to rain ash on the city every once in a while. This leads the chilangos, Mexico City inhabitants, to quip, “we can now have our ash tacos!”
Similar to Tumwater Falls on the border of Washington’s capital, Olympia.