A story from "Capital Weather" gives a good explanation of the wind effects caused by urban canyons:
Urban Windtunnel: Squeezing Air Between Densely Packed Edifices
Tall buildings can significantly disturb airflows over urban areas, and even a building 10 yards high can deflect winds. Denser collections of buildings in downtown districts of larger metropolitan areas can be windier than surrounding rural areas, with quite marked gusts. This is the result of the increased surface roughness that the urban skyline creates, leading to strong vortices and eddies. In some cases, these faster, turbulent winds are funneled in between buildings while barely perceptible pocket-vacuums are formed.
Bernoulli's principle enters this urban situation wherein, he found, ANY velocity of a gas or liquid will increase as pressure drops (near these short-lived "vacuums" of lower air pressure) around leeward sides of buildings.
When the wind hits a high building, the air stream divides. A part of it moves upwards and the rest goes around the building. These swirling eddies--products of Bernoulli's principle--demonstrate the Venturi Effect.
Streets with high buildings on each side of the road create wind tunnels with these small portions of spinning air. It is the main roads leading into a city that act as the main corridors by which the wind enters. These wide thoroughfares for the wind initially allow the wind to follow the direction of the street. But in the more narrow street "canyons," the wind speed is significantly increased at street corners and local eddies are additionally generated at these junctions where different air currents meet.
When the wind blows perpendicular to a row of buildings, the windward side is exposed to strong gusts of wind, while leeward side is in a so-called aerodynamic shadow (theoretical "pocket-vacuum" mentioned above). Local eddies develop on these leeward side of tall buildings and the size of the eddy increases with the height of the building. Lower buildings in proximity to skyscrapers often still suffer as a result of this wind re-directioning. Air streams generated by the nearby high buildings may, for example, cause the low buildings to vibrate.
All metropolitan buildings act as flow interrupters. With the Venturi Effect, average wind speeds are about 30% higher on turbulent days than in the suburbs.
An article about NY skyscrapers describes canyon effect wind as follows:
At first, the solitary new skyscrapers were warmly welcomed especially by the gladdened male voyeurs who gathered at the 23rd Street apex of the Flatiron Building to wait that the strong wind hitting the walls of the building would turn upward -- at the same time lifting women's skirts high...
As the number of skycrapers increased, the laughter was over. Wind passing through the street "canyons" between skyscrapers tends to bounce off the ground and the sides of the building, creating columns of rising air. This canyon effect lifts litter from the ground and makes the holding of an umbrella a test of strength.
Seems like we may be introduced to some new weather effects on breezy days.
[Nice article in today's SHT about the canyon effect on First St between Central and Lemon (Starbucks to Whole Foods) . The pictures that I took, referenced in this article, are in the Jan 29 post].