Consumption of raw materials, energy, manufactured goods, and services is increasingly concentrated in cities, as urbanization accelerates globally. Such consumption is influenced by complex interactions arising between the various socio-technical and natural systems that make up cities. To improve understanding of the interlinked factors that can perpetuate—or “lock-in”—unsustainable consumption, we build an explanatory framework that conceptually joins the literature on socio-technical systems and on urban consumption. Two questions guide our study: (1) What are the principal socio-technical systems in cities that influence consumption behavior? (2) How do these systems interact to lock urban dwellers into unsustainable consumption behavior? The resulting framework incorporates theories of socio-technical lock-in with factors relating to both “structure” and “agency” in consumption literature. Specifically, it describes the influence and interactions of physical, non-physical, and human systems on two interlinked scales: macro-scale (structure and collectively shared conditions) and micro-scale (agency and individually shaped conditions). To demonstrate the practical value of this framework, we apply it to a case study on mobility in Bangkok, Thailand. This allows us to systematically identify the interlinked mechanisms contributing to the growing dependence on and lock-in to individually owned passenger vehicles. Our study thus provides a comprehensive understanding of the multiplex drivers of consumption behavior, taking into account both structure and agency. The framework also provides a tool for other scholars to empirically identify lock-in mechanisms that hamper the adoption of more sustainable consumption behavior in other sectors and geographies.