Great reply, Chaosmagnet!
I would add a neat looking, round, no sharp points (important to pass TSA, so file off the ends if need to, as anything sharp will glow wildly on the scanner's screen, triggering manual search!) hunk of stiff stainless steel wire, preferably in an insulating sleeve, instead of paperclips - zillions of uses in any environment, but especially in an urban one, for survival tools/solutions improvisation.

Also you may consider a couple of N95 or better dust masks, pen sized high voltage detector (especially if you are in the city with a subway).

And it is always a good idea to buy a paper city map when you just arrive. It's not only for navigation (I'd prefer my smartphone for that), but it will help to blend easier with tourists if necessary, and it's a good large piece of paper to sit on, cover with, write on, and burn

By the way, if unsure of the outcome of TSA search - keep at hands a large sturdy self addressed, envelope and a book of post stamps (to match the weight). Agents are often nice enough to drop it at the post office, which is usually nearby.