They should definitely get in touch with their old apartment building
in Manhatten.  The odds are very slim, but "Homeward Bound" journeys do
happen.  Also, they should carefully check any empty houses in the
neighborhood.

We were frantic one summer when our Sasha (family cat) went missing for
about four days once....until a neighborhood kid came frantically
running up to our house to tell us that she had seen our cat inside
another house.  It was a neighbouring house on a corner situated so
that their dining room French window patio door looked out onto our
front lawn.  Unoccupied house.  When I looked, sure enough, there was
the poor wee guy sitting in the window desperately meowing as loud as
felinely possible.  I ran over and scoured the house to find a way in,
but could not, and so had to crow open a window to climb in and get him
out.  You never saw such relief on a cat's face.  He had been sitting
at that window for four days just *hoping* that someone would look at
him.  If ever a cat prayed, that must have been the time.  He cried
like a human when I found him.  <sniff>  It seems that he had crawled
into a basement window, and then it rained, and the sellers came back
and boarded up the window and he was trapped inside.  Can you just
imagine that four eternally long days at that window, watching us all
go in and out of our house?  Waah!!!

--tension