I was never a Tom Cruise fan but I would have to admit, I've seen Collateral (2004) about a dozen times. There is just something about that movie that makes the City of Angels a dreamscape of sorts as Cruise drops in from out of town for a job (as a hitman). The movie is set mostly at night as Jamie Foxx drives Cruise around in a cab working down a list of targets. Any other director would not have done as good as job as Michael Mann did in Collateral (as well as my other favorite "Heat"). Both Collateral and Heat are set in LA but Heat's actions are mostly during daylight hours. On Collateral, I did read recently that the original script or plot calls for New York instead of LA. It's also a nice movie to just put in the DVD player (at night, of course) while doing other things around the house since I already know what happens in every scene in this movie. It would be interesting to see if someone can put together a tour of LA, where for a minimal fee, a guide can take you through the various locations from the flick. And yes, LA has a subway system -- the final scene where Cruise is killed.
No disrespect to New Yorkers, but Michael Mann made the right choice in filming in LA.