Some people get depressed in the winter, and in the 1980s this was identified as an illness called Seasonal Affective Disorder. Today SAD isn't used as a diagnosis per se, but is described as an aspect of a mood disorder for some people. It's been theorized that reduced exposure to light in wintertime triggers depression for some people (perhaps by increasing sleep?). But could there be other reasons why people get depressed during wintertime?
Another possible reason for winter blues could be wintertime respiratory infections. Being sick isn't fun, and also, the body's immune response involves inflammation, and inflammation has been linked to depression (see my post "Can Vitamin D Improve Your Mood" from June 29, 2013).
Many people don't pay attention to infection control, and in a city like New York, this can be dangerous. It's important to wash your hands after taking public transportation--or, wear gloves.
The most recent issue of Eating Well magazine suggests a few dietary tricks to reduce wintertime colds: Cinnamon has a property that inactivates viruses according to one study. Try putting it in coffee instead of sugar, and mix it with unsweetened applesauce. The article also recommends Shiitake mushrooms, which have been found to improve immune cells (possibly because they contain selenium and other minerals and vitamins). If you don't like mushrooms, you could take supplements. Probiotics may also be helpful, so regular yogurt is a good idea.
Perhaps another reason for wintertime blues is that people spend more time indoors during cold weather. Exposure to nature has been found to be beneficial to mental health. The Japanese sometimes practice a therapy they call "Forest Bathing"--which just means spending time in the woods (a wooded park is probably just as good). It's been found to reduce stress. This makes sense, because for millions of years before modern humans evolved, our ancestors found safety in trees. In addition, trees may give off organic compounds that promote health.
The way we live in New York City isn't natural. Dark apartments, fluorescent lighting, overcrowded public transportation and lack of contact with nature all promote ill health. But infection control measures, good dietary habits, and perhaps taking a winter vacation to someplace like a national park in a warmer state or a Caribbean or Latin American rainforest could help.