One of my favorite cities in the world is New York City. I visited it twelve years ago and I am in love with it. I’ve watched movies, TV series, and, of course, I’ve read many books about it.
In the non-fiction genre, these are the titles I highly recommend:

-New York Diaries: 1609-2009 by Teresa Carpenter – engrossing and entertaining, it features famous (and not) historical people that narrates important events that took place in the city
-Here Is New York by E. B. White – a funny and interesting essay which is also a love letter to the city from the author of Charlotte’s Web

-Supreme City: How Jazz Age Manhattan Gave Birth to Modern America by Donald L. Miller – a fascinating journey through the city during the Age of Jazz
-I Never Knew That About New York by Christopher Winn – full of interesting and extraordinary facts about the city
If you prefer more of a narrative genre, here a few favorites:
-New York by Edward Rutherfurd – the story of a family living in the city throughout the centuries

-Shopaholic Takes Manhattan by Sophie Kinsella – full of fun and shopping
-Roomies by Christina Lauren – a fantastic and witty rom-com
-Breakfast At Tiffany’s by Truman Capote – Holly Golithly comes to life under the pen of Truman Capote in a story full of martinis, Mafia gangsters, playboy millionaires
-Auntie Mame by Patrick Dennis – the hilarious story of an orphaned boy sent to live with his extraordinary aunt