"Urban fantasy" denotes a genre that places the aspects of the faux-medievalism of Tolkien in the contemporary world, often with the liberal addition horror tropes. Sometimes the books are alternative histories, where the world resembles ours as much as possible, except that the use of magic and existence of fantastical creatures are widely known. Sometimes they are presented as sort of secret histories of our world, with the magical stuff hidden from the mundane world.*
There are two strange differences between fantasy and urban fantasy that I don't quite get: (1) though there are important exceptions Urban fantasy is more likely to be written by women and fantasy by men, and (2) fantasy series typically follow Tolkien and happen in trilogies where urban fantasy series that are successful go on and on and on. For example, Kim Harrison's Hollows series currently has thirteen books in it, not grouped into trilogies. Jacqueline Carey's Kushiel's Legacy is closer to straight fantasy, though it embodies the alternate history trope of urban fantasy. Like fantasy the books are grouped into trilogies, albeit there are nine books in all. Laurell K. Hamilton's Anita Blake: Vampire Hunter series is up to twenty-four books, and her Meredith Gentry series is up to nine (not organized into trilogies).
In my experience of reading lots of books in this genre, I've found that there are two ways the books tend to get bad as a series continues. The first is where the dialogue or narration starts to manifest repeatable distracting ticks. I can't read the Kim Harrison novels any more because so many of her speakers start sentences with the word "Uh," e.g. "Uh Jenks, there's a wizard over there." Jacqueline Carey's narrators, on the other hand, vastly overuse the word "mayhaps" (in lieu of "perhaps"). I quit reading two books ago when the word occurred seven times on one page. Her narrators also start sentences with the word "Ah" usually followed by something they like, e.g. "Ah Zoebek! City of a million flowers." This can also occur multiple times during some pages long bout of effusion. It's incredibly distracting. Note that the earlier books of both of these authors were generally excellent in both narration and dialogue. I don't know why it's gotten so bad.
The second problem involves a particular manner in which the first rule of fiction ("Show. Don't Tell.") is violated. Hamilton's two series are exemplary cases of this. With each book, less and less actually happens. In one recent one the whole plot takes place in two rooms and all that happens is they go to see one of Elf Kings, get ambushed in the foyer, followed by the obligatory orgy where the narrator uses her magic to heal others. Somehow these few events are spread out over hundreds of pages, which are mostly filled up with what the narrator thinks about the dynamics of her relationships with various other characters. Instead of showing how and why a certain character is jealous of another one through the progress of plot, we get page after page of Anita Blake or Merry Gentry's rambling oration. Sadly, Robin Hobb's recent Fool's Assassin novel (the first book of the third FitzChivalry Farseer trilogy) showed strong evidence of this very same vice. There are hundred page stretches where nothing much at all is happening, except for the narrator's boring digressions.
I know, I know. By these standards we'd have to say that a lot of modernist fiction is bad. I'm actually perfectly O.K. with that. Songs should have catchy melodies and fiction books should have compelling plots. But even if you disagree with Kingsley Amis, Phillip Larkin, and myself that this as a universal rule, I don't think that you would sincerely try to argue late period Laurell K. Hamilton and Robin Hobb are actually writing good experimental fiction. It just doesn't scan like that.
I think there are probably a couple of reasons why these novels tend to get worse as the series continues. I suspect that the business aspect of being a successful writer ends up eating too much of their time. I also suspect that the presses stop subjecting the authors to the same level of editorial review. On the first, I've heard many successful writers claim as much. On the second, I can't otherwise explain how the obviously bad quirks suddenly appear in later novels in the series. I think that the success of a series can really damage the creator's intuitions about how to wrap things up satisfactorily. Hamilton and Hobb probably don't really have anything new that seems worth saying to them in these series, but a big paycheck might make you oblivious to this kind of thing.
I still don't know why this tends to be worse in urban fantasy than in fantasy proper.**
*I don't know if secret histories cause a problem for Lewis' original account of the ontology of fiction. If I remember right, he has some stipulation about the members of the set of relevant possible worlds being ones where the story is told as true. Stated thus, secret histories are a counterexample. But I need to go check the original article, because this seems too easy to me.
**The reason I don't bring in the Robert Jordan Wheel of Time series (fourteen books, not trilogies) is because I honestly don't think they were that great from the beginning, and because Brandon Samuelson came very close to redeeming them with the final two. But the badness is because of the implausible psychology and social dynamics of so many of the characters (something common to a fair amount of fantasy and science fiction), not because the narration, dialogue, and plotting got appreciably worse as the series continued.
A complete discussion of fantasy non-trilogies would have to cover the pretty bad fifth volume of George R.R. Martin's Song of Ice and Fire series. Luckily, HBO has made it clear that they will take strong liberties with respect to plot. I think every departure they've made so far is actually an improvement, and we've gotten some canonical scenes out of this willingness, my favorite probably being Sansa Stark's speech.]