packing.org says on their
New York page (scroll about 3/4 of the way down) that the following states recognize New York permits: Alaska, Idaho, Indiana, Kentucky, Michigan*, Montana, Oklahoma, Tennessee, and Utah. They include a "notes" section containing links to more info, usually on the state's official web site.
The page that sharky linked to says that New York licenses are recognized in: ID, IN, KY, MI*, MT, UT. That page is dated 5/15/02. packing.org's New York page was last updated on 10/9/2003.
But of course, as sharky said, contacting a state's AG is the best way to find up-to-date info.
* "Resident permit/license only" in packing.org's listing for Michigan's recognition of New York licenses looks to me to be a mis-reading of the Michigan info. Michigan recognizes ALL other states' CCW licenses as long as the owners follow Michigan CCW law while there, but New York only recognizes resident licenses.