You will do your New York tax return with the information you have. If NYC taxes were not withheld, this could result in more tax if there is not a specific deduction/credit for an NYC resident working inside of the city as a Federal employee. I have seen instances where, rather than deducting for local taxes, Federal organizations may deduct extra under state taxes to cover this. If this happened to you, it will work itself out in the end. New York City taxes are reconciled as part of the New York State return. It's not a separate filing.
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