Creating relightable urban scenes from images or videos is widely useful but highly ill-posed. Urban environments are typically unbounded and extend beyond the visible regions. As a result, many portions of the scene remain unobserved, yet these invisible regions can cast shadows onto visible areas. Reasonably modeling shadows cast by such invisible regions is challenging and poses a significant obstacle to creating relightable urban scenes. At the same time, sparse input views and complex illumination conditions further complicate relighting, as they introduce severe ambiguities in material decomposition. In this paper, we propose Shadow-guided Relightable Urban Scene with Generation model (SRUG), a novel framework designed to address relighting challenges in urban scenes. SRUG leverages shadows to guide a 3D completion model for recovering the geometry of invisible regions, promoting the synthesis of physically reasonable shadows. In addition, SRUG employs an iterative material decomposition scheme that applies the large material model (LMM) to provide material supervision and iteratively decompose the scene's material properties, enabling robust material decomposition. Building upon these components, we introduce a physically-based lighting model that captures the complex illumination of urban scenes and supports reliable relighting. Extensive quantitative evaluations and visual comparisons demonstrate that our method outperforms existing approaches in both novel view synthesis and relighting tasks.