The most daunting in Manhattan is Fort George Hill, uptown, the climb from Nagle and Dyckman up. About 150 feet climbing @ a 9% grade.

Riverdale in the Bronx has a couple of good climbs from Broadway west.

New Jersey close to the GWB as well as the ferries from Manhattan is very hilly, the southern extension of the Palisades. From Jersey City north are a couple dozen ~100 foot climbs on either side (west or east) of the north-south running Palisades, this is all in built-up territory. Once north of the bridge, within the park, you have Alpine hill at about 425 and 6%. North of there is the climb from Piermont to the former Nike missile base in Orangeburg, about 650 feet at 7%. Bear of course about 1250 at 5%. These, though, are rather far from the city.

There are a couple of doozies if you know where to look. Bulls Ferry Road in Hudson County, and Edgewater Road (also known as Oxen Hill) in Bergen County, are 18% and 12% respectively, climbing the east side of the Jersey palisades up from the Hudson and in view of the city.