It can be hard to get out of a city as big as new York, but there are still many things to do if you can just find a way to corss the bidges of take the tunnels. I discovered this nifty list of outdoors stuff if you live in or around New York City. Covers everything from kayaking the harbor to surfing Montauk and diving New Jersey. They also recommend kiteboarding in Napeague Harbor, which is a new one to me.
With the weather as bad and brutal as it is here right now (come on! Rain!) hitting the river for a little kayaking, or blowing bubbles 100 feet under sounds pretty welcoming.