His predecessor, Rudy Giuliani, drew the mockery of many by referring to himself as "America's Mayor". And now Michael Bloomberg, New York's incumbent leader, has made his own controversial move on to the national stage – by sending undercover operatives to investigate illegal gun sales on the other side of the country.
Mayor Bloomberg's move, which follows the recent shootings in Tucson, Arizona, was designed to rekindle the national debate over US gun laws – and revealed disturbing lapses in procedure at a gun show.
But some Arizonans are not convinced by his reasoning. As the mayor has shown off the results of his operation, they have been vociferous in their anger that he should make such an aggressive intervention in another state's politics. Suffice it to say that he can cross Arizona off his wish list if he ever follows through on his long-held ambitions for the presidency.
The greatest anger came from the organisers of the gun show. "Mayor Bloomberg and his 'task force' have no legal authority in the state of Arizona, or in any other place in America except New York City," Bob Templeton, the president of Crossroads of the West, said. "These forays into America's heartland committing blatant acts to entrap otherwise innocent gun owners is an unlawful scheme."
But Mr Bloomberg was unconcerned. At a press conference in New York, he played a secret recording of one of the detectives buying a gun while acknowledging that he would never pass the checks that would be required were he in a regular gun shop. While such checks do not apply to private gun shows, knowingly selling a gun to anyone you know would fail them is illegal.
Another video showed one of the undercover investigators, hired by the city at a cost of $100,000, buying a 9mm handgun and an extended magazine of the same type used in the Tucson killing spree that wounded congresswoman Gabrielle Giffords and killed six others.
"Because of the lack of background checks, gun shows have really become magnets for criminals," the mayor said. "If you have a criminal record, a history of drug abuse or even if your name appears on a terrorist watch list, you can still walk into a gun show and buy a 9mm in the time it would take to buy a hamburger and fries at McDonald's."
Mr Bloomberg leads a national coalition of city mayors committed to stronger federal gun controls. His activism in the wake of the Tucson tragedy stands in stark contrast to the almost total silence on the issue in Washington. President Barack Obama did not mention gun control in his State of the Union address.
That the initiative did not go down well in Arizona is hardly a surprise. It is one of three US states that allows its citizens to go about their business carrying a concealed gun without any kind of permit. An irritated Arizona Governor Jan Brewer said this week that the gun laws in Arizona were "something that the legislature and I decide".
"We're strong people in Arizona. We believe in the Constitution, and we certainly support the Second Amendment."
Mr Bloomberg has long contended that while his own police force might make headway in reducing gun violence on the streets of New York, it is constantly hampered by the flow of illegal weapons from elsewhere in the country.