The Jacqueline Kennedy Onassis Reservoir in Central Park
http://en.wikipedia.org/wiki/Jacqueline_Onassis_Reservoir
Many people know the picturesque little ponds and lakes further south in the park
but I was amazed 40 years ago when I first stumbled across this much bigger body of water
(and I was living on Central Park West!)
It's way above street level so you might be walking on Fifth Avenue, just a block away, and not realize that it was there.
And, of course, in those pre-internet days I hadn't seen so many ariel views of the park.