MicroCenter (Long Island and Yonkers) has some Sparkfun stuff:
I would double check on stock in a particular store before going there. They might be drop shipping directly from Sparkfun on some of it????
People ask about buying stuff in NYC quite a bit on this list. Frankly; I think your better off getting it online. The electronics parts selection in NYC is minimal. It is not like going to Akihabara.
Adafruit is in NYC and has more things but no retail outlet. So your getting it shipped anyways.
If it is craft night at Resistor; sometimes they have what you need and can help out.
269 Electronics on Canal and Radioshacks have some parts. But really by the time you run around and find it (stock and selection are very low) and pay the retail premiums ..... your much better off buying it on-line (even if you have to pay expedited shipping).