I shudder when I think of NYC knife laws...
Many years ago, I was visiting my sister in NYC. She took me to the newly-opened observation deck on Rockefeller Center ("Top of the Rock"). After paying the admission price and heading up, the elevator stopped part way at a security check point, just like at an airport, with x-ray. You had to empty your pockets and put the stuff in a bin for x-ray. When I was emptying my pockets, I realized I was carrying a Microtech Mini SOCOM Elite auto. I must have forgot to rotate it out of my EDC after hunting season...
Instant panic. I put the knife in the tray and covered it with my wallet, car keys, etc. and put it on the conveyor. It went through the x-ray machine and the operator never took a second look. PHEW!!!
As was mentioned previously, to be legal, make sure your pocket knife has a blade under 4" and be sure it's in your pocket, not clipped.