We had trouble with a Garman Oregon hiker GPS when we went into canyons in Big Bend National Park.
Talking to Garmin Customer service I was told "GPS depends upon receiving signals from several satellites at the same time. If you are in an area where tall rocks or buildings block your view of at least 100 degrees of the sky - most GPS will not have a good enough signal to be accurate. All GPS have an estimate feature for when they are without enough satellites for a few minutes. The time varies by GPS."
While in NYC, we found that the cell phone was more accurate than the GPS (Both our RM RV GPS and our Garmin Nuvi GPS), because the cell phones will use signals from three or more cell towers to determine your location vice GPS signals if they are available. NYC seems to have a cell tower on every corner of every block.