I have dozens,if not hundreds, of Ellis Island immigrants in my data. I list the place as New York City or New York, New York depending on how I want the narrative reports to read. As with Brooklyn, which once had a separate corporate existence, but is now a "borough," or Kings County, there's little chance that any ambiguity will muddy the fact of the actual location of an event.
When the Dodgers left in 1957, Brooklyn is the place where baseball in America died. I record it as "Brooklyn, New York."