Not always true. SF is both a city and a county, for example. Also, different states do it differently. Colorado has many cities that span county lines. Yes, going across the street in the same city means you now are under different laws. This isn't all that different than, say, a school district and it's tax base. We do also have regional systems, like the Mississippi/Colorado river watershed districts that help manage and maintain water usage in those areas. These inter-state issues have been cropping up for a long time (Bleeding Kansas, for an extreme example) and we mostly manage them pretty well and pretty silently. Turns out, the constitution actually does work alright.