Err, the game has been out for like 3-4 days - dunno how many seasoned vets there are.
You need to link your cities by road if they're not linked by rivers so they can create trade routes, which helps your income. (you can trade by sea with coastal cities too eventually) You also need this "linkage network" so that all your cities can share resources you hook up.
You need to link up resources like cows, horses, metals, etc by road too or you don't get the extra benefit of them (for ex, wheat yields more food when you put a farm on it, but if you link it by road it adds health to every city that's in your linkage "network." (if you just put a farm on said wheat and hover over it you'll a line of the popup will indicate that it's not linked). For some resources, like stone that adds serious production benefits for some buildings and wonders, this linkage is very critcal.
I don't road/rail every tile, but I usually do a lot of them (more than I need for basic linkage) just to facilitate efficient worker and troop movement.
So, perhaps you didn't always get all your resources and cities properly linked and hooked up til your fourth game. <shrug>
That and some cities are just more productive than others due to the balance of food and production tiles.