Plenty of art houses in NYC that have film projectors, since many films aren't available in digital formats--Anthology Film Archives, IFC Film Center, Walter Reade Theater (Film Society of Lincoln Center), Museum of the Moving Image, Museum of Modern Art, and small houses like The Quad Cinema and Film Forum, university film departments like Columbia, and I'm sure that many of the commercial theaters still have the capability to project film. I think the only place to see The Dark Knight Rises in 70mm IMAX in the city was a commercial theater near Lincoln Center.