London. The problem is the same in all large cities/capitals. I was listening on a BBC podcast a couple of years back discussing how the "not living where they work" is the main thing holding them back in progressing with their lives as much/fast as they could.
Especially in London, where near the center you can't get a decent studio for less than 1000-1300 pounds per month (just the rent now add council tax, utilities, etc.). The only way to make it is live on a flat with 3-5-7 more people.
There are some "maps vs rent" for London. I assume you can find some for other cities as well.