I live in downtown Cary, NC and often am interested in getting data specific to this area.
So I created a geo polygon filter on the Town of Cary's open data portal to filter down results that include geographical data to only datapoints inside the Maynard Road loop. Maynard Road is a convenient divider that delineates the town core from the rest of Cary.
You can simply copy and paste those URL parameters onto the end of a dataset URL to filter them down.
For some reason URL shorteners don't like it (it might be too long), and the data portal itself is a bit limiting as to how you can filter/sort data. But the above parameters works well for filtering down the data on the site and then exporting it for use in another more convenient way.