I've seen them in the two Chanel boutiques (57 and Soho), but also at Bergdorf Goodman. I don't remember Saks 5th avenue, I think so, but I didn't pay much attention (the revamped 2nd floor at Saks has an extensive range of perfume brands). Not sure about Bloomingdales on Lexington either. I've never seen them at Nordstrom, so I doubt that they will be there in NYC, but I haven't checked.
Quite a few department stores in NYC carry the exclusifs, in order of my favorites:
Saks (Chanel never goes on sale but sometimes is included in the spend x amount and get a gift card back)
Bergdorf (bottom floor women's Bergdorf)
Nordstrom (flagship near Columbus circle)
Bloomingdales (only the 60th st flagship has them, but they seem always out of stock of most exclusifs)
There's also the Chanel boutique on 57th and one in Soho but there is almost always a line especially on weekends.
And there's the Atelier Beauté in soho which is a boutique specifically for fragrance and makeup/skincare. It is really cool, but for fragrances it's not a place you can just go in and try. They do a fragrance experience which is really cool and I highly recommend, but because of that you can't just go in and spray away. But if you know what you want to buy I believe you can go in and make a purchase.