Think music: "played that city" implies that a band, singer, or the like played music in a particular city; "like a harp from hell" is a saying that means the band/singer was playing music with high energy and non-stop. Another like saying is "The band Europe was smokin' hot when they played London." So, this sentence is all slang and simply means that someone thinks that they played electrifying music in a specific city. It's a self-spoken compliment of a job well done.