I'm from Stamford, CT (about 45 minutes north of NYC) and dive Dutch Springs in PA. It's a fresh water quarry that's good for beginners. I've heard of a shark dive off of Rhode Island through Snappa Charters. Kind of expensive to charter the boat (for 7 divers, it'd probably run $150 for 2, 1/2 hour dives). What they do is chum the water and drop a cage in, so you basically sit in a cage and watch. I don't know how I feel sitting in chum, kinda gross, but the sharks would be awesome. They attract blues and said they seen makos and even a great white. SWEET!
If you guys are interested, I could look into and try and set it up.