In what way does New York City affect the characters in The Great Gatsby?

There is a definite distinction in the novel between Manhattan, "the city," and Long Island, the site of small villages (like East Egg and West Egg) and extraordinary mansions (like those inhabited by Gatsby and the Buchanans). Also located on Long Island is the impoverished industrial area where George and Myrtle Wilson live above their gas station's garage, as well as the small gardener's cottage where Nick lives on the estate adjacent to Gatsby's. These are the settings in the novel, with the characters moving  between and among the various locations.

It is interesting that during the course of the novel, each of the main characters spends time in the city, but only two of them seem to be strongly impacted by it: Nick Carraway and Myrtle Wilson.

After he arrives in the East, Nick spends a great deal of time in New York. He travels to the city each day from Long Island to pursue his new career in the heart of New York's financial district:

Most of the time I worked. In the early morning the sun threw my shadow westward as I hurried down the white chasms of lower New York to the Probity Trust.'

After his usual dinner at the Yale Club, Nick often walks through the city,

I strolled down Madison Avenue past the old Murray Hill Hotel and over Thirty-third Street to the Pennsylvania Station.

He develops definite feelings about New York:

I began to like New York, the racy, adventurous feel of it at night and the satisfaction that the constant flicker of men and women and machines gives to the restless eye.

For Nick, New York is a far cry from his home in the Midwest, a place that seemed to him like "the ragged edge of the universe" when he came home from World War I. The contrast appeals to him a great deal.

After witnessing Tom and Daisy's amoral behavior and Gatsby's destruction at their hands, however, Nick leaves the East forever. During his final weeks in West Egg, New York exists for Nick only as a refuge, a place to escape his memories of Gatsby's "gleaming, dazzling parties."

For Myrtle Wilson, New York City is always a refuge. The beauty and excitement of it offer an escape from the ugliness, poverty, and boredom of her life with George on Long Island. When she experiences New York as Tom Buchanan's mistress, Myrtle enjoys for a little while the kind of life she hungers for, one filled with a Fifth-Avenue apartment, pretty clothes, new taxi cabs, drunken parties, and adventure.

Myrtle's memory of why she married George reveals a great deal about her:

I married him because I thought he was a gentleman . . . I thought he knew something about breeding but he wasn't fit to lick my shoe.

By "breeding," Myrtle means money and sophistication, both of which she finds in Tom Buchanan and in New York City. After living with George Wilson for eleven years over a gas station garage, the city is irresistible in its affluence and romantic allure.