New York Songlines: NY Songlines gives a great block-by-block tour of points of historical interest all across the city.
Bowery Boys: These guys do an awesome podcast focusing on a wide variety of events, people and places in the city's history.
New York City Walk: This guy did it first (finished in 2004).
How I Walked All of Manhattan in 10 Weeks: This guy did it fastest.
I'm Just Walkin': This guy did it all.
WalkSafeNYC: Be safe out there! (a reader's contribution)