They're in rural upstate NY, not NYC. But that reminds me of another time-travel cop show that was cut down before its time, IMHO. The US version of "Life on Mars" (deets: http://en.wikipedia.org/wiki/Life_on_Mars_%28U.S._TV_series%29) was amusingly weird. It was the story of a detective in modern day NYC who gets hit by a car and wakes up as a detective sometime in the early '70's. He keeps bumping into the differences between life and police work then and now, eg, much more primitive forensic science. But he has a sort of psychic gift for finding evidence, especially when the little toy Mars Rover model shows up to lead him to it. The show was cancelled after 13 eps. You can tell that the writers had ideas they were planning to explore further down the road, and then came up with a rather anti-climactic ending at the last minute. But it's good fun, if you ever think of renting it.

I started to watch the pilot of the UK series it was based on, but it was much too gory for me.