District of London or New York (4)

I believe the answer is:

soho

(Other definitions for soho that I've seen before include "Central London or Manhattan district" , "Colourful neighbourhood in London's West End" , "Colourful district in London's West End" , "Colourful show-biz area of West End London" , "capital district" .)

I've seen this clue in The Guardian.

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