Is this in New York?
Yes! John Sloan's "The Haymarket, Sixth Avenue" depicts a scene here in New York City. Sloan was a part of a movement that favored urban realism. He often painted public parks, bars, working-class homes, and everyday life on the city streets.
The focal point in this particular painting is the Haymarket, a dance hall located on Sixth Avenue and Thirteenth Street. It's a bit of a scandalous scene, as women are going into the bar without any men accompanying them. I really love how their white dresses stand out in the darkened streets.