The episode "I Heart NY", which is a "love letter" to New York according to Darren Star, was assumed by many to be a reaction to the terrorist attacks on the USA of 11 September 2001. The episode however, was actually written, filmed and titled before September 11, and shown soon afterward. The timing was a coincidence.
At the end of the episode, before the credits, there's a subtle tribute to New York City, post 9/11, that reads, "Dedicated to our City of New York. Then, now, and forever."
Moon River, which Big and Carrie listen to in his apartment was featured heavily in classic film Breakfast at Tiffany's. Towards the end of this episode there is a shot of Carrie walking down a New York street while Moon River plays in the background. This is a direct call-back to Breakfast at Tiffany's in which a scene of Audrey Hepburn walking down a street became iconic.