Classic Star Trek. Edith Keeler's 23rd St Mission from City on the Edge of Forever.

Raiden fought Solidus in a totally sweet ninja battle on top of federal hall in mgs2, not to mention that the big shell tanker and arsenal gear, where most of the game takes place, is somewhere in the hudson river.  Crysis 2 saw the whole of central park ripped from the ground in the ending (spoilers?) The ending of the first x-men takes place on the statue of liberty's head.  Oh and in men in black 2 the entire city gets neuralyzed.

And according to American canon, Mario and Luigi are from Brooklyn. But they're dirty turtle killers and you shouldn't give them any attention. (Why do I only think of something after I've already posted…?)

If you care about cutting-edge kiddie lit, New York has something to do with this book, but it's relatively new and I don't want to spoil it for people who haven't read it.  The wikipedia page doesn't really describe how geeky it is, though it does reveal the major NY reference. It is a really clever sci-fi homage to a very famous fantasy book.

Doctor Who: Jack Harkness tells the 10th Doctor and Martha that he first realized his immortality after being shot during a different trip to Ellis Island in 1892 during the 3rd season episode Utopia. Stephen King: the short story 1408 takes place at the Hotel Dolphin, located on 61st Street in New York City. In The Stand Larry Underwood goes through Lincoln Tunnel to leave New York City after Captain Tripps wipes out the populace. In Watchmen Ozymandias blows up New York City with nuclear reactors to prevent war between the US and the Soviet Union. in Clive Barker's The Midnight Meat Train, people are being murdered on the subway system and fed to monsters living beneath the tunnels - secretly ruling New York City from the shadows. The HQ for the Ghostbusters was located at 14 N. Moore Street, Manhattan, New York. The spirit Zuul haunts 55 Central Park West. The Stay Puft Marshmallow man steps on Holy Trinity Lutheran Church (3 West 65th Street).

I Am Legend, Cloverfield, King Kong, I'm sure I'll think of more later.

Oh, and Futurama too. And I hope I don't think of anything else because I'm starting to look like a comment whore.

I FORGOT THE MOST IMPORTANT THING! There are Ninja Turtles in the sewers. :)

http://www.youtube.com/watch?v=QOlte9pSfkE
MST3k Escape 2000 aka Leave the Bronx.
Flight of the Conchord locations.
The Firehouse from Ghostbusters.
Will Smith's House on Washington sq. in “I am Legend” even though that movie was terrible.
The location of the Silvercup sign in Highlander.

You should get Tanner to tell you about DMZ.  There's a lot of Marvel Universe locations in NYC. The Avengers Mansion, for example, is 890 5th Avenue. I would sort through the Marvel Universe Wiki, but if you find this to be unfamiliar and overwhelming, I can help out here.