Possible Clues:

• Where Columbia is: Abbr.
• 'The city that never sleeps,' for short
• Bloomberg's bailiwick
• Bloomberg's domain: Abbr.
• It contains M.S.G.
• U.N.'s home
• Marathon site every Nov.
• It has M.S.G. in it
• Chrysler Bldg. site
• JFK serves it