The second (or rather, first) is obviously New York, but the third is… Boston, Cambridge (if counted separately), Philly, DC, Chicago, Seattle…? There are more than three cities where “you can walk to things”.

Some Californians seem to think snow is fatal, but yes to all of these. I will acknowledge that SF has a pretty wonderful mix of city and nature but if I made a living out there I'd probably head to Spain/Portugal for a truly walkable city.