I have seen fossilized sea creatures in the rock formations of mountains in upstate NY!
Below is a book I highly recommend if you want to learn about the ancient geology of New York State. You can find it at just about any of the major bookstores, and at reduced price used online at many sites.
Roadside Geology of New York
by Bradford B Van Diver
About this title: Informative travel companion about roadside terrain and geology with photos, diagrams, and glossary.
Yes, there are several great locations for marine fossils in New York State. The following may take awhile to load, especially on dial up. But it is a great map of fossil locations throughout NYS. It took me a while to load it and I'm on broadband. To enlarge the map you have to click on the + sign at lower left of it.
http://people.hofstra.edu/j_b_bennington/ny_geology/rocks_fossils_NY_wide.mov
Also see:
http://people.hofstra.edu/j_b_bennington/ny_geology/index.html