I had this problem in San Fransisco earlier this year. Urban canyons are a problem with multi-path errors and just blockage. I do what I usually do when working in dense bush anywhere else. Find several open places (some times this is quite a distance) or even not so open but enough sky view to get sat coverage - sometimes this means standing in the middle of an intersection . Then triangulate the final location. I also read all of the logs and zoom in as much as possible on one of the maps (e.g. google maps) to get a feel for the location. Sometimes just waiting for satellites to come into view over an urban canyon. I spend lots of time looking at the sat coverage page until I find something that looks good (and I believe). It does take longer but I was somewhat successful.
I suspect that the posted location of some of these urban caches have problems as well.