Leave the gun, take the cannoli. That scene is shot in a marsh land with the back of the Statue of Liberty in the background. My guess is that scene was shot at the marsh lands in Jersey City, NJ, near the NY Harbor/Hudson River. Today that area is a golf course (Liberty National) and this weekend is hosting a PGA tournament - The Barclays, which is one of four tournaments in the Fed Ex cup. I hope they put a plaque where Paulie got whacked .