Although it is in New York City, the land occupied by the United Nations Headquarters and the spaces of buildings that it rents are under the sole administration of the United Nations and not the U.S. government. They are technically extraterritorial through a treaty agreement with the U.S. government.
However, in exchange for local police, fire protection, and other services, the United Nations agrees to acknowledge most local, state, and federal laws.
Extraterritorial, but, alas, not extraterrestrial