The Lava Caves of New York

Lava Adds Awesome, but it doesn't usually just show up in your backyard. Instead, writers need to take you somewhere a little more exotic to see it, like the inside of a cavern. While this makes sense, as that can lead to magma, sometimes the writers take this far too liberally. As a result, you may find yourself watching an adventure cartoon where, if a locale is sufficiently seperated from your normal environment, lava may flow in it.

Usually associated with caves and a City of Adventure but can show up in other "exotic" locales like an alien nest in deep space, or prehistoric times.

This trope specifically applies Lava or Magma, and is not limited to New York, or even caves necessarily.

How did the spelunkers miss these?

In one of the stages of the NES Double Dragon, you must enter a cave from the woods just outside. Only about 15 feet below you is a Lava Pit. In New York.
Featured into several episodes of Teenage Mutant Ninja Turtles, particularly with the Technodrome. May have been prevalent in Dimension X as well.
The MSX version of Contra featured stages late in the game where one had to navigate magma caverns. Given, this is deep within a tropical island with a mountain on it.
In Zelda II the Adventure of Link, the only liquid Link could encounter in a cave was Lava. There's even a lava cave on a beach, early on.
In an excellent "alien" adaptation of the trope, The third scenario of Doom suggests that Hell is located not that far from Mars. Cue red skies and seas of lava.
Duke Nukem 3D didn't shy away from this trope much. In a level themed after the San Andreas Fault, a massive lava lake can be found just a short distance into a cave. While the area is no doubt without frequent tectonic snaps, its generally not known for its lava.
- This could have been the effect of the aliens' energy beam on the Earth's crust.
- There's also the secret level "Fusion Station", a space/alien level situated over (what else?) a lava pit.
Literally in the movie Disaster Zone: Volcano in New York.
Part of stage 3 in Batman: Return of the Joker involves sailing across a lava pit on a small piece of land. This is in or near Gotham City.
In the original FDS version of Super Mario Bros the Lost Levels, World 1-2 had pits of water (if Mario/Luigi fell into these, he will drown) both at the very beginning and in the Warp Zone to World 4. However, in the SNES remake, the pit of water at the beginning is emptied out, and the pits of water in World 4's warp area are replaced with pits of lava.
The Demon Ruins and Lost Izalith in Dark Souls does this. They Demon Ruins is at most 50 feet underground.