Micromobility, which utilizes lightweight devices moving in urban public spaces - such as delivery robots and electric wheelchairs - emerges as a promising alternative to vehicular mobility. Current micromobility depends mostly on human manual operation (in-person or remote control), which raises safety and efficiency concerns when navigating busy urban environments full of obstacles and pedestrians. Assisting humans with AI agents in maneuvering micromobility devices presents a viable solution for enhancing safety and efficiency. In this work, we present a scalable urban simulation solution to advance autonomous micromobility. First, we build URBAN-SIM -- a high-performance robot learning platform for large-scale training of embodied agents in interactive urban scenes. URBAN-SIM contains three critical modules: Hierarchical Urban Generation pipeline, Interactive Dynamics Generation strategy, and Asynchronous Scene Sampling scheme, to improve the diversity, realism, and efficiency of robot learning in simulation. Then, we propose URBAN-BENCH -- a suite of essential tasks and benchmarks to gauge various capabilities of the AI agents in achieving autonomous micromobility. URBAN-BENCH includes eight tasks based on three core skills of the agents: Urban Locomotion, Urban Navigation, and Urban Traverse. We evaluate four robots with heterogeneous embodiments, such as the wheeled and legged robots, across these tasks. Experiments on diverse terrains and urban structures reveal each robot's unique strengths and limitations. This work will be open-sourced and under sustainable maintenance to foster future research in autonomous micromobility.