Setting aside the MCU, The Fantastic Four movies, the Spider-Man movies and the X-Men movies all largely took place in NYC. Granted that X-Men 2 took the action somewhere in Remote Up North and X-Men 3 took the action to San Francisco. But I guess to "more" answer the question, I believe NYC is primarily where most of Marvel's heroes live so it follows that some action would take place there. Especially if we expand this to the comics where NYC has the X-Men, Spider-man, Iron Man and pretty much the entire Marvel Universe living and operating there. Honestly, that's got to make for a pretty tough situation for super heroin'.