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Actually there are a ton of restaurants here that allow you bring booze.

"nymag":http://nymag.com/nightlife/articles/byob/ has the definitive list for New York (as well has where to find the nearest liquor store...)

Corkage fee is key if you like wine.

Common misconception is that most restaurants won't allow you to BYOB. However, many restaurants actually will let you bring your own wine - they'll just ding you with a $10 - $15 corkage fee.

To pull this off, either bring a bottle to the restaurant and just ask them if they'll open it when you're there, or call ahead of time. While the $10 - $15 charge might seem high, think about it this way: you may already have a bottle of wine sitting in your apt. If you bring it, you'll be charged $10 - $15, which is probably less than the least expensive bottle on the menu. And I bet it will probably be better too, unless it's wine in a box - then it will definitely be better.

And let's not forget the good old fashioned flask method - a nice little stash of grandpa's old cough medicine conveniently at hand and no one's the wiser.