Below is the link to the NYC fire code for those who care to read it. I think it is very clear - reloading is prohibited and if you are caught you not only risk losing your permits but also prosecution. You can't even own powder in your own home in "any amount" so that makes it extremely difficult to reload at the range and as you know shipping loaded ammo to NYC isn't really possible either.
I went to Home Depot the other day and couldn't even buy a box cutter because i didn't have ID...unfortunately i am nearer 50 than 21 ! Amazing what it has come to but more amazing that the rules and regulations vary so wildly from state to state and change constantly, no wonder so many are falling foul of the law. Shame, real shame....
Basically it says:
3301.3.1 Explosives. It shall be unlawful to:
1. Manufacture any explosive, including small arms ammunition, primers, black powder and smokeless propellants.
4. Store, handle or use any explosive in a residential building, or within 100 feet (30 480 mm) thereof, except for approved blasting operations and lawful storage of small arms ammunition for personal use and not for resale in accordance with Section 3306.
5. Store, handle or use any explosive
3306.2.1 Occupancy restrictions. It shall be unlawful to store small arms ammunition and primers, black powder and smokeless propellants in any premises, building, structure or facility, except as authorized by this section.
Explosives. A permit is required to store, handle, use or sell explosives as follows:
1. Store, sell or offer for sale any amount of black powder and smokeless powder.
2. Store, sell or offer for sale any amount of blasting caps.
3. Store, sell or offer for sale 200 or more shells of small arms ammunition.
http://www.nyc.gov/html/fdny/pdf/firecode/2009/fire_code_ll26_2008_amended_ll37_41_64_2009_final_complete.pdf#page=420