I just read through the list, and I am really sad I live in Southern California right now.
I didn't see Keens in NYC on the list. They have over 250 single malt whiskys, and I was recently privileged to sample all four of their tasting flights on a trip to NY. I posted a number of reviews on our site for Keens and the single malt whiskys I sampled (June 11th, 13th, and 14th posts). Here is the URL in general for the Keens review: http://www.scotchchix.com/2008/06/one-could-never-tell-from-restaurant.html
While researching my trip I uncovered a number of other establishments that are reputed to have extensive collections in NYC: St. Andrews (which has already been mentioned), the Brandy Library, Club Macanudo (cigars too - no sneakers), Lexington Bar and Books (full blown dress code), Hudson Bar and Books, and D.B.A.
Work interfered with play, so I only made it to Keens. I will definitely have to make a return trip.
CA Scotch Chickhttp://www.scotchchix.com