Wow! The Henry Hudson Parkway is a beautiful drive up the west side on NY, past the George Washington Bridge and into the Boogie-down Bronx. It is quite old so I have to assume it's a failure of the retaining wall. I hope no one was hurt.
That is one of the great drives in the metro area. Take it all the way up to Sleepy Hollow, stop at Washington Irving's house in Sunnyside on the way.
Actually, IIRC from driving by, that particular patch has always looked a little untended, and I'm sure it's probably at least 50 years old if not more. At least I hope it's not new construction made with Mafia cement or anything like that...