This from the New York Daily News:

According to the NYPD, units have been deployed with radiological
sensors, and checkpoints have been established at specific entry points
into Manhattan, including the Holland and Lincoln Tunnels, as well as
the Manhattan Bridge.

The center of this threat is reportedly the 34th Street area.

The report was based upon postings on an Israeli website which said
an Al-Qaeda video suggested a truck with radioactive material may be
detonated within the city, as well as other locations such as Los
Angeles.