Robust and precise localization is essential for the autonomous system with navigation requirements. Light detection and ranging (LiDAR) odometry is extensively studied in the past decades to achieve this goal. Satisfactory accuracy can be achieved in scenarios with abundant environmental features using existing LiDAR odometry (LO) algorithms. Unfortunately, the performance of the LiDAR odometry is significantly degraded in urban canyons with numerous dynamic objects and complex environmental structures. Meanwhile, it is still not clear from the existing literature which LO algorithms perform well in such challenging environments. To fill this gap, this paper evaluates an array of popular and extensively studied LO pipelines using the datasets collected in urban canyons of Hong Kong. We present the results in terms of their positioning accuracy and computational efficiency. Three major factors dominating the performance of LO in urban canyons are concluded, including the ego-vehicle dynamic, moving objects, and degree of urbanization. According to our experiment results, point-wise achieves better accuracy in urban canyons while feature-wise achieves cost-efficiency and satisfactory positioning accuracy.