we had a moose hit by a car on rt.17 near bear mountain about 10 years ago. That s like 30 minute drive from Manhattan.That's clearly a wolf. New York would be in the range of the wolves of the great lakes. Probably don't see many there, but it's possible I guess.
Edit: after a little reading, there is a small reclusive wolf population in upstate New York known as the "Adirondack wolf"