The question applies to any city with lots of really tall, big buildings, really. I figure that all those tall buildings would get in the way of the wind, like they make some kind of artificial lee. I've never been in a big city like that.

They don't block the wind so much as funnel it down the streets between them. But I don't think NYC gets as windy as Chicago. There's a reason it's called "the windy city."

And that reason is because of the politicians “blowing hot air”.