The Knicks call Madison Square Garden in the Garment District of Manhattan, New York—between Seventh and Eighth Avenue above Pennsylvania Station—their home, and it stands as "The World's Most Famous Arena."
Before the fourth version of MSG was built where it is now, the Knicks played at, you guessed it, the third version of the Garden, which was north of the current location by about 15 blocks before the latest one opened in 1968.