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Despite the key role of local elected officials in the provision of public goods, we know very little on how campaign financing works in U.S. local elections, and the extent to which interest groups donate in local elections. This knowledge is particularly relevant in mayoral elections where organized groups can capitalize on the low political participation. We put together the first large-scale dataset of campaign contribution in mayoral elections across cities in the U.S.. Our data covers over 2,000 mayoral elections over 2000-2018. We paint a rich descriptive portrait of the local campaign finance environment to understand i) how active interest groups are, ii) which interest groups participate the most, and iii) which candidates and parties benefit the most.