Actually, all fiance and spousal visa applications must be sent to Sheffield UK now.
This has been the case since March 2013 and is stated on the UKBA website, on the pages for applying in the USA (
http://www.ukba.homeoffice.gov.uk/countries/usa/applying/?langname=UK%20English):
Settlement applications
If you are applying for settlement you must send your application to our visa processing office in Sheffield, United Kingdom. Once we have made a decision on your application, your passport and supporting documents will be sent back to you.
You must send your visa application to:
UK Visas and Immigration,
International Operations and Visa,
6 Millsands,
Sheffield,
S3 8NH,
United Kingdom
Unfortunately, when you apply online, the confirmation email for fiance and spousal visa applications still says NYC, which is what has been confusing people.
Previously, UKBA had been forwarding any applications accidentally mailed to NYC over to Sheffield, but I'm not sure if they are still doing this (it's been a few months since we had someone on the forum in this situation).
If they do forward it for you though, it's likely to add a few weeks onto your processing time, due to the time it takes for them to sift out the application in NYC and mail it to the UK.
Sending it directly to Sheffield without priority processing has been taking only about a week for processing recently, but as your application has gone to NYC instead, I would allow for at least a month.
I'm not sure what will happen if they don't forward the application to Sheffield though. I would guess they may send it back to you?