New York City was a large city in North America. It was home to well-known landmarks such as the Avengers Mansion and Grand Central Station. However, Ultron destroyed much of the city when he killed the Avengers. There must have been quite a battle when Ultron took over for there were rocket parts scattered throughout the ruins.
It is unknown if, after the destruction of Ultron, if the city was ever rebuilt or freed from the robots' control.