I live near New York now, and while I hear from friends that they find that kind of community in some faraway boroughs of NYC, everyone in Manhattan reports your profound and deep sense of alienation from their fellow man, though some with a positive spin.
I have not seen this alienating anonymity in any other part of the country, though I have felt it whenever I'm there. As there is no other place in this country even remotely as dense or with faster turnover (not even SF), I'm fairly confident Manhattan is unique (in this country).