From Quora, some good answers to the question What are some cultural faux pas in New York?
This one is absolutely vital — don’t interfere with others’ privacy. New York is a very crowded place. The way people deal with it is to create their own space. Thus, what outsiders often see as aloofness and isolation is, in fact, a sign of community; there is a shared ethos that everyone respects others’ privacy and expects others to respect his own. This is chiefly communicated through eye contact. If you stare at someone on the subway: if you linger in looking out your window into someone else’s bedroom; if you react to or interrupt a celebrity; or if you seem to be intentionally listening in to another’s conversation, you are violating one of New York’s most sacred unwritten rules. Keep yourself to yourself, buddy, and let others do the same.