I live in London - if you're ever headed here, pick up 'Katie in London', which is a lovely book about the city. We also have all the Madeline books as we travel to Paris often.
My favourite would be Kay Thompson's Eloise books. From Amazon: "I am Eloise/I am six." So begins the well-loved story of Eloise, the garrulous little girl who lives at New York's Plaza Hotel. Eyebrow raised defiantly, arm propped on one jutting hip, Eloise is a study in self-confidence. Eloise's personal mandate is "Getting bored is not allowed," so she fills her days to the brim with wild adventures and self-imposed responsibilities. An average Eloise afternoon includes braiding her pet turtle's ears, ordering "one roast-beef bone, one raisin and seven spoons" from room service, and devising innovative methods of torture for her guardians. "
-elizabeth