New York unlocks after you play the Battle of the Vans gig, and get yourself a touring van.

Heebie Jeebies
Here it Goes Again - OK Go
Creep - Nirvana
Wave of Mutilation - the Pixies
Make a Setlist (2)
Mystery Set: [random] / In Bloom

Ramp Arts
Learn to Fly - Foo Fighters
Tour Bus Showcase: Train Kept a Rollin, Mutilation, Wanted Dead or Alive
... opens up Los Angeles, Seattle, San Francisco Mystery Setlist (2)
I Heart Local Artists (7)

Empire Square Garden
I suspect this is somehow related to the Madison Square Garden ;)
All Town Songs (4) Here it Goes Again / Creep / Wave of Mutilation / Learn to Fly
East Coast Marathon (18)
Contemporary Songs (6)
Mystery Setlist (3)

Rock Band Walkthrough

Rock Band Review