Urban ecologists have demonstrated that cities are functioning ecosystems. It follows then that species living in these contexts should participate in and experience the same suite of biological processes, including evolution, that have occupied scientists for centuries in more "natural" contexts. In fact, urban ecosystems with myriad novel contexts, pressures, and species rosters provide unprecedentedly potent evolutionary stimuli. Here, we present the case for studying adaptive evolution in urban settings. We then review and synthesize techniques into a coherent approach for studying adaptive evolution in urban settings that combines observations of phenotypic divergence, measurements of fitness benefits of novel genetically based phenotypes, and experimental manipulations of potential drivers of adaptation. We believe that studying evolution in urban contexts can provide insights into fundamental evolutionary biology questions on rate, direction, and repeatability of evolution, and may inform species and ecosystem service conservation efforts.