Red-tailed hawks are common throughout the USA, though they weren't too common among the skyscrapers of Manhattan until the famous Pale Male and a succession of mates started nesting on a building ledge near Central Park in the early 1990s. (Red-tails usually nest in trees.)
It's not too surprising, but still interesting, that the prey here is a pigeon. Red-tails usually prefer to dive on small mammals (e.g. grey squirrels) on relatively open ground, but on New York rooftops and balconies, pigeons are going to be easier prey.