I have lately seen a few exchange weeks in Paris (Royal Regency) and Vienna (Hotel Deutschmeister) online at RCI, but they were off season. Vienna is a great city.
Hungary is usually an easy exchange in RCI, and they have a resort on the outskirts of Budapest that shows up fairly often. They used to have one in the middle of Budapest, but I have not seen that one lately.
The system with the best network of urban resorts in Europe, hands down is Hapimag, the world's oldest timeshare developer, and one that until recently only traded internally. A few month ago they started doing trades through DAE, but so far I do not see any of their urban resorts online at DAE. DAE may be able to get one by request, but that is just speculation. Hapimag has resorts in London, Paris, Amsterdam, Rome, Berlin, Munich, Athens, Vienna, Prague, and Budapest (bang on Castle Hill).
Another thought with RCI is flying into Nice and taking a short train ride along the Riviera to one of the timeshares there. The Riviera has very frequent train service along the coast, with stations sometimes very close to timeshares. Several summers ago, we traded through DAE into a seafront resort on the Riviera with a rail halt for the local trains half a block from the timeshare. Trains are a great way to get around most of the Riviera, except St. Tropez, which is not on the rail line. You can take a ferry or bus there from a nearby Riviera town, however.