New York is a subdivisional state in the USA. Most of the Teenage Mutant Ninja Turtles' adventures occur in New York. Most of them in New York City, but also other places.
The episode Unidentified Flying Leonardo of the 1987 TV series is set in High Falls in Upstate New York.
In the 2012 TV series the turtles flee to North Hampton, a fictional rural location in upstate New York.