For the most part, Manhattan and even most of the other NYC boroughs have eradicated their alleys. On an island, real estate is in short supply and there isn’t room for open spaces. That’s unusual for an older east coast city, and while New York doesn’t wear its age on its sleeve like Boston or Philly, it was founded in 1626.
Philadelphia is another matter — its alleys have alleys, and some of them are indeed paved in cobblestones. This is the unmarked Littleboys Court, which runs between Arch and Cuthbert just west of N. 2nd near downtown. It has Belgian block pavement, but like many downtown Philly alleys, it’s extremely narrow and was made for horses and carts, not automobiles.