While I admit New York would be awesome, it's not gonna happen. At most, NYC would be a heaping pile of charred and crumbling rubble, while the rest of the state would also be obliterated due to the effects of the bombs.
I would like to see it be in the Great Lakes region. For one, I don't think it was ever explained how that area ended up after the bombs stopped falling. Maybe Chicago, Indianapolis, or Dayton (since there is a well-known Air Force base there) would work? There are plenty of caves in southern Indiana, so maybe Vault-Tec made some vaults there?
It does seem most likely at this point that Fallout 4 will be in Boston. I guess I can always hope for Fallout 5's location. Hehe