I should be more clear about the result I'm looking for - but it's good to hear the confident replies

First of all, this is not multi-player.

Second, this particular city is underground and is logically divided into huge chambers that make up each neighborhood (you would probably either go to some "airlock" type door, or a train station or something, to get to other parts of town). So, I naturally thought of designing each environment separately.

The end result I want is that the player can run all over town, go back to where they came from, et cetera, without resetting anything for loading a new "level".

I could just make it one gigantic environment, but I'd rather make it in sections I'm just not sure how to allow the player to move freely through all those sections at all times.

Thanks

Kami