In the south? No.
Statue of Liberty? No. (Begins with P, remember)
Doughnut Hole? No. (I have no idea what you are referring to. Although I think I might actually have set "A doughnut hole" as an answer in this game some time back.)

From the great state of N—? Yes.

Manhattanish? No.

From the great state of New Y—? No.

I'm confused. I could have sworn I answered FGZ*'s question three hours ago. Maybe I previewed but forgot to stand. Anyway...
In New Jersey? Yes. *no applause from the audience, since at this point it was either NJ or North Carolina*
Penn Station? No. (I think a fair amount of that is underground.)
Keep in mind that the abstract element is significant.

Connected with music? No. To be clear, I'm sure you can mechanically work your way to the answer without thinking about the abstract element. But the answer would be uninteresting without it.

(I'm sure New Hampshire has a bit of coast too)

Connected with a particular event? No.
Appear in a work of fiction? I suspect that, in its abstract sense, it has appeared in several works of fiction, and in its non-abstract sense it might have as well. I know of no specific examples, though; I'm just guessing. In other words, appearing in a work of fiction is not its claim to fame.
[re New Hampshire} You are of course right. My bad.
Pier A? No.

In Atlantic City? Yes. *loud applause*