This chapter gives the definitions of digital twins and the necessity of building digital twins of cities for urban analysis and city planning. It argues that the current emphasis on information technologies and digital representations of cities is a lopsided effort in the construction of digital twins of cities. It points out that at present not enough attention is paid to the importance of building urban theories into digital twins of cities to make it a novel paradigm for research and practical applications. The chapter highlights the pivotal role urban theories play in making digital twins an effective and efficient paradigm for the analysis, simulation, prediction, and management of our ever-evolving cities. Because cities are dynamical complex systems, it is of paramount importance to incorporate dynamics and complexity into digital twins of cities. This book develops a general framework for the modeling of urban dynamics and complexity via digital twins of cities to ensure that models closely capture the underlying processes that govern the development of cities throughout their life cycles and can be dynamically updated according to new information; and data, on the other hand, can be made model-informed and dynamically collected and updated to better empower our analysis and decision making in city management.