Walmart? Or whatever is the equivalent to Canadian Tire in the states. You get what you pay for though, the more expensive ones look much nicer. My mom got a new one a few years back, and it's crazy how real it looks.
If you want a real tree, then pretty much anywhere in the forest... but you won't find much of that in NYC I imagine. Grocery stores and such tend to sell real ones now though but imo that takes away from the experience of actually going to get one. Personally I prefer fake ones, less messy, less of a fire hazard, and I'm not killing a tree just for a decoration that's up for a month.