New York has such a great connection with music that its worth making a special mention here.
One of the most famous music places in New York (and indeed the world) is CBGB & OMFUG. For those that don’t know, CBGB stands for Country, BlueGrass and Blues. OMFUG stands for Other Music For Uplifting Gormandizers (or glutton, in this case for music). Founded by Hilly Kristal in 1973 in the Bowery (in Manhattan), CBGB was the place where many bands, especially punk and new wave bands, made their name. The Ramones, Patti Smith, Blondie and Talking Heads are amongst the most famous of the regulars.
Sadly, CBGB is now closed, after a nasty dispute over unpaid rent. Patti Smith performed the final concert there on Sunday 15th October 2006. The site is now a poncey fashion shop.
Finally on this New York/Music thread, here are the songs in my iTunes collection that have New York in the title:

• New York Mining Disaster 1941 - Bee Gees
• Another Rainy Day in New York City - Chicago
• New York Minute - Don Henley
• Heart in New York - Gallagher & Lyle
• Back in N.Y.C. - Genesis
• New York, New York - Ryan Adams (no, not Bryan Adams)
• New York - Sex Pistols
• The Only Living Boy in New York - Simon & Garfunkel
• Welcome to NYC - Spock’s Beard
• Englishman in New York - Sting
• New York City Streets (parts 1 and 2) - Triumph

And if you think that’s an unusual set of artists you should see the whole collection.