Check out the episode on "Ask About Fly Fishing Internet Radio" that Aaron Jasper did on fly fishing in the New York City area. Here is what he said "New York City area is one of the most densely populated areas in the country. However, if one were to take a map, a pencil compass and make a 90 mile circle around New York City there are hundreds of high quality fly fishing streams within this area. Join us as we take a tour of some great fisheries in New York, New Jersey and Pennsylvania all within a short drive of the 'Big Apple'".
I think you have to join (it is free) to listen to archived shows, but I think it would be worth it to get some insight into other areas to fish.
New York City Fly Fishing - Only a Cab Ride Away | Aaron Jasper | Fly Fishing