My original idea was to create a whole planet of city. This proved to be impractical. To cut a long story a little shorter, to make a realistic 'globe' of city using the method I used to create this would mean having source pics of cities taken at about 8 different angles. In theory not that hard perhaps but when all the images have to be copyright free etc etc....hard.

The basic method was using Filter: Distort: Polar Coordinates. As far as filters go it does an amazingly clean job of distorting images, but you have to have your image set up just right before you use it.

In this case I started with a few images of cityscapes with the skies cut out, strung them together, and aligned the bottoms.

Step 2:
I doubled the canvas size of the image in step 1 and filled the bottom half with black (the black fill isn't strictly necessary).

2a:
I then made the image square....go to Image Size, turn OFF Constrain Proportions, and match the height to the current width of the image.

2b:
Rotate the image 180 degrees

Step 3:
After applying Polar Coordinates, I ended up with something like this.

After this initial 'layer' of city - i.e. the parts of the 'planet' furthest from the viewer - I chopped a few buildings out of the image in step 1 and repeated the distortion process. This resulted in a circle of buildings in which each was larger than in step one, and which I then reduced in size to fill the 'hole' (the inner black circle in step 3 above) when I placed it on top of the first version. Repeating this process would eventually build up a spherical curvature to the image, if it weren't for the need to have source images matching that curvature i.e. showing more building roofs according to the plane of the viewer.