Possible Clues:

• The capital of New York State
• Where FDR served as a senator
• Capital whose name ends in its state's postal code
• State capital that's the setting of 'Ironweed'
• Original eastern terminus of the Erie Canal
• Erie Canal city
• Top grade weight reduction no matter which New York location
• Northeastern capital
• Duke of ___ ('King Lear' character)
• Capital on the Hudson River