I'm playing around a bit with one point perspective.
Can you see some major issues, I am not noticing right now?
Do you think the shadows are right?
Overall, what shall I improve before going into more detail?
You've got some very black and desaturated shadows on the left, and a bit in that tunnel on the right. They're much darker then the shadows of similarly coloured objects near them.
Your street seem to go straight into the pillar of your structure in the back rather then pass under the bridge, it would be more natural if it curved to go under the bridge or if the structure was align with the street.
I'd also clear out the silhouette of the bit structure a bit and take a minute of two to think about what it is and it's proportions in relationship to the buildings in the foreground. Think of how to convey that it's a big structure rather then a small structure drawn big. For example, the structure of the bridge is very thick, so it makes it appear closer then it actually is.
Here are my ideas about your picture helped by a little diagram:
-your perspective is slightly off, not by far but a little as you can see lines don't lead exactly to one precise point.
-don't forget (#1 and #2 on the diagram) boounce light from the ground, it will make 1 and 2 lighter.
-I believe that your shadows should be more blueish due to the clear blue sky.
-the bridge kind of blocks the view and IMO you should add a point of interest (human for example) around your vanishing point.
It needs to foreshorten more as it gets further away. You're not utilizing all the space you got.
It's a common mistake when doing it by eye.
I recommend to setup the perspective complete with stationary point,measuring points etc. to achieve a better illusion of depth. Or just measure of of existing geometry, at least then it will be consistent.
It takes a long time to do it thoroughly, but you still need to train more to see how much things should converge.
The shadow cast from the bridge on the wall has an extra edge that is not in the bridge. The top of the bridge is straight, so the cast shadow on the wall should also be straight.
Going off of what Zelda_Geek said, a great great great book for this is Perspective! for Comic Book Artists. I just got it and shows you these complicated steps visually in a comic book format. Its a fun read and if you apply the techniques to your drawings it will show. If you apply constant practice and use this book its a great supplement.