While the New York scenes were filmed in a studio for both the original film (in California) and the 2005 remake (in Wellington, New Zealand), you will recognize many of the locations featured in both of the films. The New York scenes in the 1976 film were actually shot in Manhattan.
In addition to the King Kong exhibit, the museum looks at the history and cultural impact of the 45th tallest building in the world. The Empire State Building has popped up in over 250 TV shows, and films: the building's first appearance was in, you guessed it, King Kong. These two icons go way back.