Your list is great. I would add
Dog Day Afternoon
Like Jim, The Naked City
Several of Woody Allen's movies--Manhattan, Annie Hall etc
Taking of Pelham 1,2,3
Yes, yes, yes, The Odd Couple
Saboteur, only because of the ending
The French Connection
Terrific- Gangs of New York
Goodfella's
How could anyone not include King Kong
My favorite all time holiday movie- Miracle on 34th St (the original)
Moonstruck
Another of the best movies ever made in and about New York--Saturday Night fever
Wall Street
West Side Story
and Ta-Da, my all time favorite movie about New York- Taxi Driver