People support teams for different reasons, half the fuckin population of NYC aren't NYers...but they live here, and vociforously support their teams. A buddy of mine, born and raised NYer, is a huge Broncos fan because his pop warner team was the Broncos.
For me:
NHL-Rangers (no shit)
NBA-Knicks
NFL-Giants
CFB-Crimson Tide
MLB-Mets
EPL-Man City
MLS-Whenever NYC gets an MLS Team (Red Bulls don't count)
But aside from hockey, CFB and EPL, I could care less, so I'll root for other clubs if theres a good story. Re: the Tide, to me they epitomise what old school college football is about...a southern school, great tradition, etc...so I always rooted for em...besides, Bear wore houndstooth, and thats just cool.