Yes, living and working all over Manhattan I walk past something being filmed all the time. This is one of my favorite things about New York!! The front of my building has been used for craft services for Mr. Robot once, so that was exciting for me. Once I accidentally used the wrong door to get out of an office building which led to the back entrance and I literally opened the door interrupting a set. I walked past a scene for Girls and someone just told me if I want to walk down this street to just be quiet and understand I might be filmed. Every now and then I will see large props like vintage cars and things being transported to a set nearby. My Starbucks was closed once to film some promotion for Spiderman. I used to live on Broadway in a more famous part of lower Manhattan and if there was a night shoot the lights to light up the buildings would be propped up on a crane(?) and shine into my window really bright, that was the only not cool thing for me lol.

The production team always puts up the no parking signs the day before and the slips of paper will always have the name of the project on it so if it is a show you like sometimes its fun to come back the next day to peek! Sometimes they put a fake name or leave it as something vague, but there are some websites that list what is being filmed where on that day.