Short answer: it depends on which urban trash cans you mean. Most public city trash cans on sidewalks, in parks, and at transit stops do not come with liners, and you are not expected to line them yourself. You just drop your litter in. If the waste is messy, a small separate bag can help keep things tidy, but please don’t use public bins for household garbage.
For apartment buildings, offices, or city-issued residential carts, the bin may have a removable inner liner or no liner at all. That is not the same as a plastic trash bag. In most cases, you still need to buy separate bags that fit the bin, and local rules may require bagging before disposal.
So: public street cans usually mean no liner and no separate bag needed; private, home, or building cans often mean you need separate bags. If you’re unsure, check your building or city sanitation guidelines.