Much of the rest of the country gets its notions about New York from popular media. Sex and the City viewers see the loose morals, expensive shoes, and impossible glamour. Some people imagine thugs and pimped out rappers controlling the streets and assume we live next door to gangsters when we tell them that we live in Brooklyn. But most of America identifies New York with the neurosis and idiosyncrasies of the characters on the show Seinfeld.
It was on the episode “The Dinner Party” where the black and white cookie came to be known as a New York City speciality. And indeed, you can get them at old school bakeries like William Greenberg and in a large percentage of local delis. I used to pick one up at a midtown Food Exchange. One obsessive fan can tell you about all the various ones he's had in the city from Penn Station to neighborhood diners.
They don't seem to be as readily available anywhere else in the country, so do pick one up if you're visiting. The first thing you should know is that it won't taste like a cookie, the body is spongy and cake-like and It shouldn't be hard (if it is, you got a stale one). The second thing you should know is that it's very, very good–no matter how bad it is for you.