Possible Clues:

• 'Annie' song
• Home of the IRT and BMT
• The Big Apple (Abbr.)
• Apple abbr.
• U.S. capital, 1789-90
• 212 initials
• Where the LIRR runs
• Wall St site.
• The East Riv. runs through it
• Song from 65-Across that's hidden in 20- and 54-Across and 10- and 35-Down