On each annual report page, at the bottom of the Temperature section, just before the "Compare X to another city" section there's a paragraph that for NYC reads: "Gedzhukh, Russia (5,672 miles away) and Yatsuomachi-higashikumisaka, Japan (6,752 miles) are the far-away foreign places with temperatures most similar to New York City (view comparison)." - it's a little hard to find, but there's a lot of info competing for attention, not to mention the ads :-/

https://weatherspark.com/y/23912/Average-Weather-in-New-York... is the closest to a direct link