Setting aside the MCU, The Fantastic Four movies, the Spider-Man movies and the X-Men movies all largely took place in NYC.
That's not true of the X-Men movies. Their home base was the Xavier Institute, which is located in Salem Center, Westchester County, about 50 miles north of Manhattan.
Let's see, the first film took place in: WWII Poland; Mississippi; Washington, DC; Canada; Salem Center; an island somewhere in the Atlantic; and NYC only for the climax (specifically Ellis and Liberty Islands). The second took place in: DC; Alkali Lake in Canada; Salem Center; Boston; and somewhere in the woods -- no NYC at all. The third took place in: Jean Grey's hometown (upstate New York in the comics); Salem Center; San Francisco; DC; Alkali Lake; a highway somewhere; the woods somewhere (looking like the Pacific Northwest, but apparently just a quick hop from both New York State and
San Francisco!), and wherever the cure center is that Rogue goes to -- the geography in The Last Stand
is kind of a mess. Wolverine
takes place in many locations around the US and beyond, and I don't think NYC is one of them. First Class
is set in Poland, Westchester County, Las Vegas, DC, Switzerland, South America, the ocean somewhere, the Arctic, the USSR, and the vicinity of Cuba, along with various briefly glimpsed locations.
So really, the only X-Men film that's had anything
definitely set in New York City was the first one.