I lived in NYC for almost 12 years.. it is a little crazy but I loved it

As far as gas/oil electric heat is just way too
expensive and it is too cold for heat pumps. Oil fueled furnaces are very common, gas too but mostly in newer
and remodeled homes.
I hated oil furnaces.. they were very touchy and the tanks are a biohazard. On occasion a fueling company
will make a mistake and deliver to the wrong address. Most homes have a port on the side of the house that
connects directly to the tank. Oil spills in living spaces are not fun! It never happened to me thank god but
a friend of mine had his basement filled with fuel oil. Cost a couple hundred thousand to clean up.