The urban water-energy nexus sits at the intersection of three global challenges: urbanisation, global freshwater scarcity, and climate change caused by energy use. The concept recognises the various interactions between water and energy systems at all stages, as well as the concentration of service demand in cities which drives most of global resource use. Research indicates that end use is the largest component of the nexus, both in terms of energy and of water. However, the interactions on the level of energy and water supply and wastewater have received most attention, part of the reason being the difficulty in characterising end use. There is still a lack of knowledge about the end-use linkages in cities, and about their role in urban dynamics. This research elucidates the urban water-energy nexus with a conceptualisation, a comprehensive appraisal of its components and an investigation of its dynamics. To this end, I developed a system dynamics model for London as a case study, and expanded on it for Mumbai as an example of a city in the Global South for which research of this kind has been thin. The models have at their core a novel end-use structure with bidirectional water-energy interactions by service, and also represent population dynamics, the urban water system, environmental constraints and a tax based climate policy. The results show that end-use interactions play an important role in determining future resource consumption. In London, disregarding them in planning may lock in energy-intensive water supply, while in Mumbai it may perpetuate intermittent water supply. More applications of this kind are needed for global conclusions, and I provide methods for extending the model to the diversity of cities. This work ultimately implies that the end-use water-energy interactions should be more prominent in urban sustainability debates and planning.