^ That is also how most of those other shows like CSI:NY, NYPD Blue, Without a Trace,
etc. did it. They did almost all of their actual filming in L.A., but went to New York for a week to do all the location shooting and establishing shots they might need.
AFAIK, Law & Order
was one of the first shows to be set AND FILMED in New York City. Dick Wolf, God bless him, insisted on it.
, did you see that one Ritchie Coster ep where he was the cab driver? It was called "Bodies". I don't think I've ever seen a creepier character in all of L&O, and perhaps all of TV in general.