Oh sure, castle construction was going on all over Europe in the 15th century.

The Prague Castle, more properly called a citadel, encloses the highest and oldest part of the city (which have since been engulfed by enlarged palaces and cathedrals, but some old buildings are still around in the castle complex). The castle was significantly restructured after the Hussite Wars in the 15th century.

Maybe you were wondering about new castles created ex-novo in the 15th century? Well, after King Charles VII definitively affirmed French control over Aquitaine following the Battle of Castillon, he constructed a large castle overlooking the city. The castle was demolished in the early 19th century to make room for a large public square.

Castles do tend to overlook isolated strategic points, which isn't always the case with cities. Plus, it's difficult for one single family to become important enough to build a castle in an urban environment as opposed to a more agricultural one. Lastly, the dense nature of many cities means that many castles were re-purposed if not already in the 15th century, certainly starting from the 16th. However, in situations where there is a sudden and complete power change, like in Bordeaux, you do get new castles constructed. A similar thing happened in Milan; a castle had been constructed after the Visconti dismantled the city's republican institutions in the 13th century. When Ludovico Sforza usurped the Duchy from his nephew; he commissioned Leonardo Da Vinci to restructure the castle into one of the most imposing in Europe. The outer wall was demolished to make room for urbanization in the 19th century, but the castle is still there today.

Is there anything specific about 15th century castle construction or urban planning you're interested in?