This is a wonderful benefit of living in a big city. E.g. Con Edison in New York supplies steam to commercial buildings.[1] Back when they generated electricity "locally" in each borough, the steam was almost free for them to generate as a side effect. But now they actually have to pipe steam under the East River.
But I no longer live in NYC. I don't miss the rats or cockroaches or traffic or air pollution. C'est la vie.
For many types of powerplants, a significant amount of heat is generated as a byproduct, sometimes even causing significant expense of cooling the plant on a large body of water, such as the nuclear plants near lakes.
That system can also be designed to provide hot water (both as a water supply and as heating) for a nearby city, and many cities do so, it's cheap and efficient.
Most large buildings in the parts of China that I've visited (4 different regions of the country) use government supplied central heating (hot water I think). Interestingly this supply is turned on in the fall based on local policy, which is often driven by economics and politics, So it's not uncommon for people to not get the heat turned on until much later in the year than anyone would really like... :)
