Per The Washington Post:
A Philadelphia native, Lumet moved to New York City as a child, and it became the location of choice for more than 30 of his films. Although he freely admitted to a lifelong love affair with the city, he often showed its grittier side.
Such dramas as "Prince of the City," "Q&A," "Night Falls on Manhattan" and "Serpico" looked at the hard lives and corruptibility of New York police officers. "Dog Day Afternoon" told the true-life story of two social misfits who set in motion a chain of disastrous events when they tried to rob a New York City bank on an oppressively hot summer afternoon.
"Dog Day Afternoon" is on of my all-time favorite films... (and if you've never seen the movie, then you may NOT want to watch this trailer... gives away a few too many plot points...)
Or how about "The Pawnbroker" from 1964 with Rod Steiger...