They're around in the Wissahickon and Belmont Plateau. They're harder to find then deer since they're pretty shy and skittish - except when they have kits (baby foxes) then the Mom fox will be somewhat aggressive (but not in a dangerous way).
I once saw one on Kelly Drive near the tunnel. At first I thought it was a corgi - but then saw the long tail and thin legs. It was smart. It ran along the walkway to around the General Grant statue and then looked both ways and crossed Kelly Drive.
But they are quite beautiful. So to call someone a "fox" is a super-super compiment.