Since their appearance, Smart Cities have aimed at improving the daily life of people, helping to make public services smarter and more efficient. Several of these services are often intended to provide better security conditions for citizens and drivers. In this vein, we present Heimdall, an AI-based video surveillance system for traffic monitoring and anomalies detection. The proposed system features three main tiers:a ground level, consisting of a set of smart lampposts equipped with cameras and sensors, and an advanced AI unit for detecting accidents and traffic anomalies in real time; a territorial level, which integrates and combines the information collected from the different lampposts, and cross-correlates it with external data sources, in order to coordinate and handle warnings and alerts; a training level, in charge of continuously improving the accuracy of the modules that have to sense the environment. Finally, we propose and discuss an early experimental approach for the detection of anomalies, based on a Faster R-CNN, and adopted in the proposed infrastructure.