The Sigrid Harald Series Mysteries by Margaret Maron are set in New York City. The first book in the series is One Coffee With. If you enjoy them, she also has a Deborah Knott Mysteries.

The protagonist is Sigrid Harald.

One Coffee With Death of a Butterfly (out of print) Death in Blue Folders (out of print) The Right Jack

Baby Doll Games Corpus Christmas Past Imperfect (out of print) Fugitive Colors