New York City, circa the 1930's, is the main location of the 1930 Rolling Bootlegs arc, the 1931 Flying Pussyfoot arc (even though the train was moving, the final destination was to be New York) and the 1932 Drugs & the Dominoes arc.
In the light novels, it is also the setting for the 1933 The Slash arc and the Mist Wall incident and for the 1935 Ra's Lance incident.