Sure, they work for chlorine, but there are plenty of other issues (arsenic, PFCs, other VOCs, glyphosates, TTHMs, lead for non 'Elite' Brita filters) that Brita filters are woefully inadequate to address.
Actually, NYC is a major concern in terms of water quality because it's very common for buildings to have old plumbing that releases trace heavy metals, and many buildings use rooftop water reservoirs that are a common source of organic contaminants (and occasionally cause building-wide outbreaks of things like legionella).
Similar issues exist in most 'older' US cities. I started becoming worried about my water filter efficacy after moving to downtown DC and learning that a significant portion of the municipal water supply's last mile piping contains lead, and that while the municipal water is safe at the source, water in DC housing is often heavily contaminated by lead and other compounds resulting from the use of extremely aged pipe infrastructure.
I think most people buy filter pitches to fix the taste of water. Not for health or safety reasons.