Digital twins are enjoying widespread and growing success in both theoretical and practical applications. A recent development that is gaining increasing traction is the application of digital twins to cities. The aim of this article is to discuss whether there are inherent limitations in this case. At present, the scientific literature on urban digital twins is dominated by "technical" approaches. Critical investigation of digital twins - especially from a philosophical perspective - is still at its beginnings. This article aims to contribute to this line of inquiry. It is mainly theoretical and analytical. On the basis of a specific conceptual framework, it examines digital twins and their applications in urban contexts. It starts by distinguishing among simple, complicated and complex systems, and reaches the conclusion that, while using digital twins is generally appropriate (and often helpful) in the first two of these systems, there are some structural limitations on their use in the case of complex systems. In the latter case, inherent limitations depend on certain distinctive aspects of complex systems, such as their emergent and unpredictable nature, and the role played in this regard by "dispersed knowledge" (that is, is a form of diffused practical knowledge that is crucial for the functioning of large urban systems but that cannot be collected and re-unified because, as a coherent and integrated whole, it does not and cannot exist anywhere).