The legends of old speak of many realms overlapping with our's. They usually can't interact with each other, but the barrier can be weaken with various rituals. Not all rituals happen on purpose, however.
Ancient cultures had their way with magic. They used to build complex monolith compositions, which could allow entities to pass over to our realm. Most cultures forgot this practice long time ago, but that does not make them any less effective.
Modern street lamps can, technically, pass for a magical monolith and with all of them in all those cities, something will eventually be invited. Sometimes when someone walks next to a street lamp, it flickers. This signifies that a ritual has been triggered and something has entered our realm.
Many kinds of entities can pass through. They get bound to the one who triggered the ritual and stay anywhere from few hours to few days. If the light stays out, a particularly powerful entity has passed through. If the light was already off and was only turned on, a entity will be bound to the first person to come near the triggeree.
The entities are usually not aggressive. Sometimes, they bring bad luck and cause poltergeist activities. There have been some claims of physical violence caused by an entity, but they couldn't be verified.
More research required.