Holy c**p -- you're right!
From http://www.un.org/tours/pages/gi.htm:
International Territory
When you pass through the gates of the United Nations Headquarters in New York, you enter international territory. The 18-acre site extends from 42nd Street to 48th Street, and from First Avenue to the East River.
The land does not belong to just one country, but to all countries that have joined the Organization. The United Nations has its own security and fire forces, issues its own postage stamps and conducts business in its six official languages: Arabic, Chinese, English, French, Russian and Spanish.