The New York City setting allows Holden to fully experience alienation: he is unable to relate to the people he meets, alone in the busiest city in the world. However, he recognises that connecting with people is the only way to overcome this loneliness, and the city provides a constant stream of people for him to attempt this.
Holden has particular feelings about specific places within the city. He hates Broadway because he hates it when he sees 'millions of people....waiting with this terrific patience for seats and all'. Typically for Holden his feelings are all mixed up: he admires people's patience but he says he hates the shows they're waiting for (although he loves acting out scenes from gangster films and musicals!).
There are places in the city which he loves, for example the Museum of Natural History. Holden describes many of the exhibits and then notes, 'The best thing..in that museum was that everything stayed right where it was'. Holden doesn't like change and this is one feature of this vibrant, ever changing city which is a constant. It is also associated with cherished childhood, and Holden did after all spend his in New York.
In conclusion, bustling New York is not the easiest place for the troubled Holden to be; his feelings about it are confused, and he finds it difficult to make sense of the mix of positive and negative ideas he has about the place and its people.