A tornado warning was issued by the National Weather Service for upper Manhattan and the Bronx and then it was cancelled. However, there will still be crazy thunderstorms, so be warned (and keep our fingers crossed the subways work). The last tornado in the city was in Staten Island 1995, but in 2003, a "weak" F0 tornado visited Staten Island. According to the city, there was minimal damage and therefore classified a "gustnado...small vortices that sometimes form along strong gust fronts."
The City's Office of Emergency Management on tornadoes.