The NHL Islanders won 4 straight cups back in the seventies, the Devils have been recent champions and the Rangers broke a 40 year slump of being cupless back in the '90s.
The Jets had a championship and whole lot of mediocre years with a few whispers of promise thrown in, and the Giants were very strong in the fifties and sixties and again in the more recent past.
The Dodgers of the forties and fifties were one of the great powers of the National League, the Giants were arguably the best overall team of the first quarter of the 20th century, and were strong again in the fifties, and the Yankee's haven't had a long period of being consistently bad since 1920. The Mets have been laughably bad and very good, but have managed a couple of titles since their creation.
The Knicks and the Nets are sort of the odd men out here, although the Knicks were a respectable power about 30 years ago.
Can't see anything at all for a New York fan to be upset about.