This won't work in New York. The NY Nazis (I don't remember if they were NYC or NYS) already tried this tactic a while back with people that were driving over into New Jersey in order to buy - get this - CLOTHING. (Clothing is subject to sales tax in both NYC and NYS, but not in NJ, so a lot of people do most of their clothes shopping in Jersey malls.) They actually followed people into places like Nordstrom's and then arrested them the moment they reentered New York, because it is actually ILLEGAL to buy clothing out-of-state.
Anyway, once New Jersey learned about this, they sent their state police out to follow the NY police spies, and made it very clear that if NY didn't stop it immediately, all NY cops would be arrested and jailed the moment they entered NJ.
Needless to say, that little tactic did indeed stop immediately.
It would be very interesting if a NY cop went into NJ on this expedition with his sidearm. An out-of-state cop generally has no more right to carry than a private citizen once he crosses the state line