Homophily generates segregation, which reduces diversity in peer groups and leads to narrower social interactions. Using novel data from Foursquare, a popular mobile app that documents the activity of millions of people, we document robust, highly localized gender segregation within neighborhoods: most venues (e.g., shops, restaurants, parks, museums) in eight major US cities are highly gender segregated, and over half of the gender segregation across cities occurs within Census blocks. This segregation is mostly driven by venue offerings, not discriminatory preferences. A higher variety of venues on a block attracts more gender-balanced visitors, but, perversely, more intense sorting across those venues ultimately leads to more segregated venues. Hence top-down approaches to facilitate diverse interactions may be counterproductive. We find similar results for segregation by age.