I've been living in New York City since February 2012. I love the city but not for its mammal watching. That said, there are Grey Squirrels in Central Park and if you want to risk the place at night then Skunks, Opossums and Raccoons are reputedly common. In fact I saw a Raccoon at 6 p.m. in May 2011. But you could also drink Margaritas and eat in any of 10,000 restaurants so why bother?