Hmm, curious then why Romney would single NYC out as anything special.
I think Gov. Romney listed those major east coast hubs all together as increasing their vigilance in light of the London terror -- without getting into details. Some cities, like NYC since 911 and DC of late already operate at orange but even so they may harden targets even more in visible and/or invisible ways.
Since 911, during the times when the entire nation moved up in alert status, few media or officials mentioned that NYC already operated at an increased alert status. I think it is just too wordy for them to explain completely.