Since record keeping began in 1950, there have been only a hand ful of tornadoes to hit NYC.
May 31, 1998: NY tornado
June 2, 1998: NY tornado
2003: Weak tornado touched Saten Island
July 12, 2006: Westchester Tornado (Just north of NYC)
August 8, 2008: NYC (Brooklyn); the strongest Tornado on record in NYC.