The urban environment is characterized by complex spatio-temporal dynamics arising from diverse human activities and interactions. Effectively modeling these dynamics is essential for understanding and optimizing urban systems. In this work, we introduce UrbanDiT, a foundation model for open-world urban spatio-temporal learning that successfully scales up diffusion transformers in this field. UrbanDiT pioneers a unified model that integrates diverse data sources and types while learning universal spatio-temporal patterns across different cities and scenarios. This allows the model to unify both multi-data and multi-task learning, and effectively support a wide range of spatio-temporal applications. Its key innovation lies in the elaborated prompt learning framework, which adaptively generates both data-driven and task-specific prompts, guiding the model to deliver superior performance across various urban applications. UrbanDiT offers three advantages: 1) It unifies diverse data types, such as grid-based and graph-based data, into a sequential format; 2) With task-specific prompts, it supports a wide range of tasks, including bi-directional spatio-temporal prediction, temporal interpolation, spatial extrapolation, and spatio-temporal imputation; and 3) It generalizes effectively to open-world scenarios, with its powerful zero-shot capabilities outperforming nearly all baselines with training data. UrbanDiT sets up a new benchmark for foundation models in the urban spatio-temporal domain. Code and datasets are publicly available at \url{https://github.com/tsinghua-fib-lab/UrbanDiT}.