Hey there, sorry to hear you're having issues. This sounds like the game is crashing when attempting to load in the city. Can you post your PC specifications? Also, a crash reporter window may appear with debug info, if so please copy the report and paste in your reply.
Thanks for this. Is your computer using an integrated graphics processor or a dedicated GPU?
I would recommend at least 512 megabytes of dedicated video memory, any lower than this can cause performance issues or instability when in the outside portions of the game. Integrated graphics may struggle with this requirement.
That being said, I am releasing an update in the next 1-2 months where one of the improvements is significantly reduced GPU overhead when first entering the city. I am confident this will reduce instances of crashes.