Why do rural communities generally tend to be conservative, and larger cities tend to be liberal?

I understand there isn’t a strictly linear relationship between population density and liberalism/conservatism, but in general it seems larger cities are more liberal than smaller towns and rural communities. Take Colorado for example: usually the Denver metro area is a little blue island in a sea of red. Boston, Chicago, New York, mainly liberal.

What causes this phenomenon? Best hypothesis I can put forth is that smaller communities don’t observe the effects of class differences like those in cities.

If you can demonstrate to me that I’m mistaken in my assertion that larger cities in the US tend to be more liberal, than show me my error and I’ll readjust my thinking.