Citrix (https://www.citrix.com/) has recently updated their Workspace client and this has sadly had some side effects on games built using the Unity engine. As a result, games crash, games don't start etc and it's sadly not something we can sort.
The solution is (for the time being) to uninstall Citrix Workspace as this will enable you to run the game/s as normal again. To identify if it's Citrix causing issues when your game crashes open the Output log (or crash log) and look at the amazing wall of text. If you see the following around the top of the log it's Citrix.
Initialize engine version: 5.6.6f2 (6bac21139588)
> GfxDevice: creating device client; threaded=1
> Crash!!!
> SymInit: Symbol-SearchPath: ’.;C:\Program Files (x86)\Steam\steamapps\common\Cities_Skylines;C:\Program Files (x86)\Steam\steamapps\common\Cities_Skylines;C:\Windows;C:\Windows\system32;SRV*C:\websymbols*http://msdl.microsoft.com/download/symbols;', symOptions: 530, UserName: ‘<your username>’
There is also another workaround and that is to install Citrix the following way:
1. Uninstall Citrix Workspace
2. Re-Install it from Command Prompt using the following command:
CitrixWorkspaceApp.exe ADDLOCAL=ReceiverInside,ICA_Client,AM,SELFSERVICE,DesktopViewer,Flash,Vd3d,WebHelper,BrowserEngine