Though James Bond had a long relationship with the Daily Express, Ian Fleming had an even longer one with rival newspaper the Sunday Times. I've already mentioned how "The Living Daylights" was first published in the Times and how that affected the Express' Bond comic strip, but Fleming went back with the Sunday Times a long way. After Fleming left military intelligence in 1945, he became the Foreign Manager of the group that owned the Times, overseeing their global network of correspondents. He quit his full time gig with the paper in '59, but continued writing articles for them. That's where "007 in New York" has its origins.
It was also in '59 that the Times' features editor offered Fleming a five-week, all-expenses-paid trip around the world as fodder for a series of travel articles. Fleming didn't think he'd be good at it and was resistant at first, but changed his mind when he realized he could use the experience as material for Bond. The series ran in the first months of 1960 and was then collected into a book called Thrilling Cities.
Sadly, Fleming had become tired and cranky towards the end of the tour and that was reflected in the tone of his article on New York City (though he's very up front in the essay about that being the case). When Thrilling Cities was looked at for publication in the US, publishers there asked Fleming if he could rework the article to be less scathing, but he refused. In order to balance out his negative article though, he included in the US edition a piece that he'd had published in the New York Herald Tribune the year before. The original title of the article was "Agent 007 in New York," but that was shortened for Thrilling Cities to just "007 in New York".
About the story's inclusion, Fleming wrote, "By way of a postscript I might say I am well aware these grim feelings I’ve expressed for New York may shock or depress some of my readers. In fact, I would be disappointed if this were not the case. In deference to these readers, I here submit the record of another visitor to the city, a friend of mine with the dull name of James Bond, whose tastes and responses are not always my own and whose recent minor adventure in New York (his profession is a rather odd one) may prove more cheerful in the reading."
In keeping with the travelogue tone of the other essays, "007 in New York" is mostly just Bond's musing on the city as he's being driven to his hotel from the airport. Fleming mentions a mission having to do with Bond's telling a former Secret Service agent (who also happens to be a past lover) that her new boyfriend works for the KGB. We get none of that conversation except for a couple of final, unexpectedly funny sentences at the end, because it's not the purpose of the piece. The article is simply to entertain and to tell readers how to make awesome scrambled eggs. It does those both very well.