my computer was out for a few days, and i was about to let this die, but since its still an active thread, i won't let it pass with out The Bronx (Wolfa, how could you have failed me?) all of the other boroughs of NCY are just names, (Manhattan, Queens,Brooklyn, Staten Island) but The Bronx is always The Bronx. even the yankies are The Bronx Bombers.
I wonder if its a dutch thing? The Bronx (and for the matter, The Bowery (a street/area in Manhattan) are both name that came from the dutch. but Harlem is just Harlem in NY, and there are plenty of dutch place names that don't have The.