The show is divided into two cycles. The second cycle opens the show, detailing Finnegan's trip, while the first cycle is the show he performed about New York in those 24 cities. Oddly, though, there are no characters in City Love Song, just the cities themselves.
Finnegan tries very hard to make them the characters, but the anthropomorphism is clunky and a bit silly at best: "Minneapolis bounces with a youthful, spritely vigor." He also relies on simplistic analogies, comparing airplanes to L.A. because "they're crowded, produce filth, and quickly become boring." Does that count as insight?
Other observations are just puzzling. He finds San Antonio charming while missing the draw of Austin, and declares, "Chicago speaks in rare tones, she rarely shouts or hollers." Ignoring that the latter simply isn't true, the real problem is that Finnegan never explains what he means beyond sound bytes that would be more at home in a film noir parody than a one-man show.
Finnegan also never really explores the idea of why he's in these cities. What sparked this nomadic trip? What did he learn along the way? Who did he talk with on the long train rides and eat meals with in restaurants? The monologue wanders from place to place, free-form, with no discernable dramatic arc and nothing apparently at stake.