I'm curious about why the preposition "in" is not needed in Latin in this particular example. We see it in other constructions: "in Italia", "in California", "in urbe".
It is common to use the locative case (looks just like the genitive) with cities, instead of in+abl., as is common with countries and other locations.
Ah! So it's because New York is a city, as opposed to a country or state. Thank you, that's very interesting!
Also note that if the city's name is a plural, or not of the first or second declension (the -a and the -us/-um declensions), the ablative (then called 'locative ablative) will be used instead, so it will be just as if you remove 'in' then.
Ex.: Romae = 'in Rome' (singular, first decl.)
Athenis = 'in Athens (plural)