There was even a recent high-profile Supreme Court case that eliminated the historically-common (the majority opinion was simply wrong about the history, just, straight-up factually not correct) practice of sharply limiting carry of firearms in towns and cities, let alone ownership. So no, guns aren't meaningfully illegal in NYC, besides the fact that they're extremely not-illegal outside the city and it's not like they frisk anyone on the way in. Like, right now, guns are kinda the least illegal in the city that they've been in more than a century.

It's not like it would matter. You can buy a gun in a nearby state and carry it across state lines without much trouble. Most of the guns used in Chicago come from Indiana.

That depends on the type of gun and the state.

Handguns have to be transferred across state lines to a FFL in the state where the transferee resides.

I don’t think GP is commenting on the legality of it but rather on the possibility of it.

Well if you don’t care about legality you don’t need to buy a gun somewhere with less restrictions on guns…

it should be obvious that it is easier to do so

In practice it is not easier for an Illinois resident to buy a handgun in Indiana than in Illinois. Even an illegal one.