[Std disclaimer when talking about groups: only averages, there is variance of course.]
I can't stop thinking about Judith Rich Harris' account (in No Two Alike) of how self-image is shaped and roughly gels into place during adolescence (see here, here, and here). So many little things fall into place now. For instance, I spent last Friday & Saturday in NYC, and aside from shopping and resting, I spent my time strolling & people-watching. First thing you notice is, of course, the girls. They should re-name the city Booty York. Compared to the girls from the DC metro area, New York girls are pretty hot, not to mention stylish. But that's familiar enough to anyone who's visited any major European city where the girls are hot -- in New York, the girls had something else: a bad attitude, the opposite of nonchalance. I used to be a casual reader of the NYC craigslist and its personals section, and I used to take day-trips to New York during my senior year of college, aside from other sources of information -- so I'm not basing this on a single weekend.
I've never seen so many self-important people before. You'd think that, given that almost everyone who lives & works in Manhattan below 96th St, or the well-to-do areas in Brooklyn, is either a hot smart girl or a smart motivated guy, such people would be humbled by the experience of being nothing special anymore. But no -- most of these people are transplants, Big Fish from Small Ponds. Because they spent adolescence in Nowhere like the rest of us, they think they're the hottest ticket in town, whether the hot girl or alpha-male guy. And because self-image roughly gels into place at that time , it's unaffected by the move to the Big City where, by comparison, they're unremarkable.
So, what you end up with is a rather strange situation: each individual is convinced they're superior to everyone else, and yet they're daily confronted by a crowd of equals and superiors. Now, there are only so many slots at the top of the male totem pole, so merely being smart, hard-working, and having a superior education doesn't assure you squat. You are no longer the alpha-male you were back home. And given that hot smart girls are only interested in alpha-males, a great majority of such girls will be left without a partner -- she could choose a former alpha who's nothing special in New York, but that's hardly what she deserves, in her eyes.
Faced with this incongruity -- she sees herself as the hottest chick in town, yet her search for the alpha is hopeless -- she can either lower her self-image to take into account the high average looks in her surroundings, and thus feel comfortable dating a sub-alpha Ivy grad; or she can maintain her self-image and stew in resentment. Because self-image isn't under voluntary control, and because it's pretty much set in stone by the mid-20s, the latter is the most likely outcome. I've heard lots of guys remark that New York girls are crazy, high-strung, etc., but I think the best adjective is "dethroned." For some, that leads to becoming high-strung, for others jaded and withdrawn, but all boil with the same sense of injustice -- "how could I not manage to lasso that exec at my ad agency? I'm hot and smart, dammit!" You and the rest of the merciless city, babe.
What other evidence do I have to support this take? For one thing, native New Yorkers -- i.e., those who at least spent their secondary school years there -- don't seem to follow this pattern on average. I went to college with a lot of these folks, and they grew up surrounded by evidence that they were no one special: most went to super-elite public or private schools, and in a city that business-driven, there's no way for an adolescent to shine -- unlike if there were a star high school athlete in a small town. Foiling every expectation I'd had of New Yorkers, they were actually some of the most chill folks I'd met. Plus they had that dignified sense of "I'm a native New Yorker, so I don't have anything to prove," unlike an insecure upstart from Nowhere. Now, I'm not suggesting that native New Yorker girls reverse the laws of sexual attraction -- they wouldn't date guys shorter, younger, or lower-status than they -- but they don't in general belong to the psycho breed that most associate with New York girls.
Furthermore, from what I've seen in the limited European big cities I've been to, this doesn't happen. I lived in Barcelona for awhile, and nothing of the sort goes on there. I only spent a week each in Rome and Paris, but also didn't notice anything similar. In each of these countries, surely hot girls and smart motivated guys migrate from their Small Ponds to the Big Cities (esp in Spain), so what gives? My guess is that it has to do with the degree of inequality -- what fraction of the smart motivated guys will find a high-status job (by regional standards)? In New York, the bird's-eye-view is of a feudal state where a tiny aristocracy towers over a teeming mass of commoners, as in Latin America. But the less steep the pyramid, the larger the fraction of smart motivated guys who can secure enviable stations, and so the smaller the fraction of hot smart girls who are left unpaired and bitter.
The prediction, then, is that Milan would be more New York-ish than Rome, and that London or Moscow would be just as bad as New York as far as psycho girls and pride-wounded guys are concerned. In the other direction, Big Cities in Scandinavia should exhibit this phenomenon to the least extent.
So, there's another piece of applied psychology you can use -- if finding a girl who's not a high-strung whacko is a high priority, avoid living in places with high local inequality and that attract Big Fish from Small Ponds across the country.
 Harris cites a deeper investigation of the height-salary correlation studies. First, the researchers found that taller men earned more than shorter men, even matched for qualifications. However, the correlation is even stronger when you look at height in adolescence and salary as an adult -- the idea is that if you were tall in high school, people kissed your ass, inflating your self-confidence and sense of dominance, which are crucial in clawing your way through the business world. Late-bloomers, however, aren't paid as handsomely, presumably because this happened after a "critical period" for inflating or deflating self-confidence.