Originally Posted by KyJim
To add one point to Spats McGee's post on immunity, the concept of sovereign immunity for state governments is the basis for the 11th Amendment which was passed to keep states from getting haled into court without their permission. It is subject to exceptions. For example, it does not apply to political subdivisions like cities. A federal court can also order a state officer, by name, to take some action or refrain from taking some action. It can't normally touch the state's treasury unless the state waives its immunity.
Aaaand we're off down the rabbithole!
Cities themselves do not have the immunity. However, their agents and officers may have some type of immunity (for example, a city police officer may have qualified immunity, or a city prosecutor might have prosecutorial immunity). However, a municipality cannot be held liable for a constitutional violation unless it the plaintiff can show that the city had a policy, practice or custom that led to a constitutional violation. See Monell v. Dept of Human Services.
Further, at least in the 8th Circuit, cities are immune from punitive damages. That's why you see things like "Plaintiff Joe Choirboy vs. Chief Billy Bob Knuckledragger, in his individual and official capacities." The Plaintiff is suing two ways: (a) official capacity (deeper pockets, but have to prove policy, practice or custom) and (b) individual capacity (opens the door on punitive damages).