You should use a OnTriggerEnter function like this:

function OnTriggerEnter(other: Collider) { if (other.gameObject.CompareTag == "Player"){ Application.LoadLevel("City"); } }

and make the collider a trigger, so when the player touches the trigger, it will load up the level. hope this helps

If nothing happens at all the error is probably that the Collision is not triggered (wrong rigidbody/collider setup) or you didn't set the tag for your gameObject correctly. To see how to correctly setup collisions look at the manual. There's a "collision matrix" at the end of each collider's reference page.

In short if you want to receive a collision event one of the two colliding objects will have to be a non-kinematic (dynamic) rigidbody. The other must be a Collider (not a trigger).