Oh, there are pockets of it here and there throughout the state, wherever Italian immigrants settled after arriving in Louisiana and moving on.
I don't think, however, that NYC can compare in the availability of the delicacy that is Gulf Shrimp, or in those dishes in which they are used.
Partial listings of cajun in NYC...
http://www.menupages.com/restaurants.asp?cuisineid=15&home=Y