I think you're thinking of NYPD Blue. Hill Street Blues was not set in NYC. Steven Bochco and some of the actors had attended school at Carnegie-Mellon so there was some speculation it was based on the Hill District in Pittsburgh, but the producers were very deliberate in their efforts to avoid placing the show in any specific city. If anything, certain cities were able to be ruled out over the course of the show as they were mentioned by the characters in terms of being other places.
It was actually HSB that I watched every week, and funny enough for some reason I was convinced it took place in NYC. I have no idea why I assumed that. I have never been in the East so did not catch the “clues” that it was not here or there. I only got to watch it for a year and then hubby and I moved to a really remote location and couldn’t afford a satellite dish so no TV at all for several years, I was busy raising kids so didn’t miss it though. Maybe if I could have watched it more I would have figure it out- maybe not.