Funnily enough there is a Costco in NYC, in Astoria (Queens) decently close to Manhattan. You can take the ferry there from Manhattan, or the subway, or busses, or bike there even, or heck just take an uber if you bought a lot of stuff.

Philadelphia is also an odd choice to bring up since there's a train from the center of Manhattan to Philly, and it's even a common commute for people to go back and forth.