Montenegrins in New York City are hard to pin down. There are definitely some here, though there does not seem to be any sort of organized community. Most seem to associate with the local Serbian community.
Montenegro does have a rather interesting link to New York City, though, via F. Scott Fitzgerald. In the Great Gatsby, Jay Gatsby boasts of having been awarded a Danilo's Cross in Montenegro:
"...I was promoted to be a major, and every Allied government gave me a decoration - even Montenegro, little Montenegro down on the Adriatic Sea!'
Little Montenegro! He lifted up the words and nodded at them - with his smile. The smile comprehended Montenegro’s troubled history and sympathized with the brave struggles of the Montenegrin people. It appreciated fully the chain of national circumstances which had elicited this tribute from Montenegro’s warm little heart. My incredulity was submerged in fascination now; it was like skimming hastily through a dozen magazines.
He reached in his pocket, and a piece of metal, slung on a ribbon, fell into my palm.
"That’s the one from Montenegro."
To my astonishment, the thing had an authentic look.
"Orderi di Danilo," ran the circular legend, "Montenegro, Nicolas Rex."
"Major Jay Gatsby," I read, "For Valour Extraordinary."
The Danilo's Cross is named after a Montenegrin leader from the Njegos dynasty. At the time of the writing of the Great Gatsby, F. Scott and Zelda were frequent visitors to both Paris and Antibes, where the Montenegrin royal family was living in exile. However, there is no evidence they did (or did not) meet.
For more concrete information about Montenegrins in New York, check out Plav.Net, a website by Muslims from the Plav-Gusinje region of Montenegro, many of whom live in the metro area. In SoHo, there is also Crna Gora Film and Television, but the website seems to be down and no more information is available. Raccoon is also active with local Montenegrins. And even though it serves Italian food, Amici Amore (29-35 Newtown Avenue at 30th Street) in Astoria is owned by a Montenegrin, Dino Redzic.