Both Sunrise Marts certainly have it. (The one in the E VIllage sometimes has whole katsuo and basic shavers if you want to go nuts.) So does Katagiri and a place on E. 41st St whose name I'm not sure of. Chow seems to think it's a Sunrise Mart, too, Yelp says it's "Yagura." From the street it mostly looks like a Japanese fast food/takeout place; you walk through that to get to the small store in back. The Korean grocery store Han Ah Rheum has them.
I've also seen katsuobushi in random health food and similar stores under a macrobiotic label, I think, and sometimes randomly in Chinatown but tend to think turnover is probably not very high at these places.
494 Broome St, New York, NY 10013
4 Stuyvesant St, New York, NY 10003
Han Ah Reum
25 W 32nd St, New York, NY 10001
224 E 59th St, New York, NY 10022
24 E 41st St, New York, NY 10017