The New York State Vital Records Index includes Births from 1881-1935, Marriages from 1881-1960, Deaths from 1880-1963. These indexes are for New York State and outside of New York City including portions of Westchester County before 1895, Staten Island and Queens before 1898. This also includes Brooklyn Vital Records prior to 1897 when Brooklyn then became part of New York City. The indexes excluded are births and deaths in Albany, Buffalo and Yonkers prior to 1914 or marriages in those cities prior to 1908. The birth and death indexes do include data on individuals who were born or died in a state facility such as a prison or mental hospital.
I would be happy to check for births and deaths prior to 1914 and marriages prior to 1908 in Albany, Buffalo and Yonkers to confirm that 1.) they are not listed on the index and 2.) the event did not take place outside of Albany, Buffalo and Yonkers.