New York City was a major human city before the Machine War. The headquarters of the United Nations was based there, which was where the Machine ambassador signed the Instrument of Surrender and then exploded, killing all world leaders and destroying the last city on Earth that was left as a refuge.
Machines Marching to work in New York Streets
A Robot watching the Trial of B1-66ER in New York City
United Nations and the rest of New York Destroyed
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The city view in the explanation of Morpheus (in an early draft of the script the city of the scene was Chicago)