You do need to file the federal return without the ITIN together with the application (that is true if you go to an acceptance agent or send in the application). If you send in the W7 application, do not send the original passport. You might not get it back or get it back after a very long time.
Some states allow filing without an ITIN and then you provide that number later. Not sure about NY. So apply for an extension. However, efiling might still not work right after you get the ITIN, as the databases do not necessarily update immediately.
