The São Paulo City Hall has just released free LiDAR data covering the city on their digital mapping platform, GeoSampa.
Since the GeoSampa site is in Portuguese, I posted a short tutorial on how to access the data in the SPAMLab blog: https://spamlab.github.io/2019-11-25-pmsp_laz/.
Also, just a few hours after the post went live, it received a comment from Fernando Gomes, who works at GEOINFO (the group maintaining GeoSampa) and shared a GitHub repository with a preliminary approach to analyze LiDAR data with Python and PDAL: https://github.com/geoinfo-smdu/usando-MDT. Nice!
Hope it helps. Spread the word!