New York is a subdivisional state in the northeastern parts of the USA. Most of the Teenage Mutant Ninja Turtles' adventures occur in New York. Most of them in New York City, but also other places.
The season 4 episode Unidentified Flying Leonardo of the 1987 TV series, is set in High Falls in Upstate New York.
In the 2012 TV series the turtles flee to North Hampton, a fictional rural location in upstate New York, during late-season 2 and spend early-season 3 there.