Floyd Bennett Field in Brooklyn has an RV campground, though I don't know about dump station.
Like the others, I think dumping may be the least of your problems in cold weather. You have not mentioned what type of RV you have, or plan to have, and that could make a big difference. If you do not have a unit that is cold weather ready, you will spend all your money trying to keep it warm, and might be almost as successful as a person living in a refrigerator crate on the sidewalk.
Most folks that winter camp, will bring water along in bottles, and not use the water system in the RV, because of the chance of freezing and damage. If your holding tanks freeze, they could rupture, or just not allow you to dump them for an extended period of time.
You may also find that many of the campgrounds that are in the metro area, are actually closed during the winter months...same for the marinas where the boats are, so dump stations may not be as available, as they are right now.
There was a woman who had a blog, with her living in a van, on the streets of the city, but I believe she was using bathrooms and showering at other places. I'm sorry, but I don't remember the blog name.
