The Library of Congress has compiled a great site dedicated to documenting late 19th/early 20th century New York City. In addition to numerous articles about life, commerce, and other activity during this time period, the site contains forty-five films of New York City dating from 1898 to 1906. These videos are from the Paper Print Collection of the Library of Congress. The films consist of twenty-five made by the American Mutoscope and Biograph Company, and twenty made by Edison Company productions.
This is a great resource for teaching and learning about late industrial revolution era life in NYC. Click here to visit the NYC video site.