—"Sesame Street Theme"
The opening theme song asks the musical question that has been addressed many times regarding the location of Sesame Street. While it's established that the famous street is in New York City, the actual location of the street has been hinted at, but never confirmed.
Directions to this neighborhood have long been vague, though the question has been asked many times (in Follow That Bird, while the New York location is clear, non-residents, from Miss Finch to helpful kids trying to reach the locals, must ask the age old question).
One possible means is through the Subway Station. In Christmas Eve on Sesame Street, the gang can be seen getting off on the 86th St. subway stop, which does exist on the 4, 5 and 6 trains of the Lexington Ave Line. This would place the neighborhood in the Upper East Side. Since Sesame Street is purportedly in New York, and according to the subway signs on the current set, the 1, 2, A, and B trains theoretically stop there (though in reality, there is no current station where all four lines connect).
The use of the subway is even acknowledged in the 1989 special Sesame Street: 20 Years and Still Counting. While roving reporter Kermit the Frog repeatedly asks people (and Muppets) how to get to Sesame Street, host Bill Cosby has a simple explanation: "I took the A train."
An alternative route was suggested in a 1972 episode of The Electric Company. According to Fargo North, a traveler can go to Vi's Diner (itself vaguely located) and wait for the No. 4 bus, which then goes directly to Sesame Street.
On Bob McGrath's 1991 album Bob's Favorite Street Songs, at the end of his cover of the show's theme song, a kid's voice urges him to "take the 1-2-3 bus". At the end of a 1977 sketch, "The Cursed Prince", it is suggested that Maria only takes a bus to her karate lessons uptown, not a subway.
Gordon produces a map of "The Greater Sesame Street Area" in a 1990 episode. It shows that not only is Madison Square Garden (located at West 32nd Street in New York) east of 123 Sesame Street, but that Sesame Street itself connects to the venue.
In the 35th anniversary special The Street We Live On, Elmo sends a package to Oscar addressed with the zip code 10128, an actual New York zip code located on the Upper East Side, consistent with the 86th St. subway stop. Wolfgang the Seal is mailed a package in a 1999 episode, marked with the zip code 11106 in Queens. Stinky the Stinkweed later received a package in a 2014 episode, also with the zip code 11106. In the same episode, it's said that 428 MacDougal Street in Manhattan is three blocks south and two blocks east of the street. Mr. Handford and Baby Bear both receive packages in a 1996 episode addressed with the zip code 10001 in Chelsea.
On November 9, 2009, in honor of the 40th Anniversary, the city of New York named the corner of 64th and Broadway, 123 Sesame Street.
While singing the Sesame Street theme during the special Elmopalooza, Telly says he thinks Sesame Street is "that way", pointing to his right, camera left, while on stage. Based on the orientation of the stage within Radio City Music Hall, this would imply that Sesame Street is north of West 50th Street at the Avenue of the Americas. Of course, this is all dependent on Telly's directional sense within the building.
On the Interactive Set Map on Sesamestreet.org, the following text accompanies the landmark star on the lampost:
In a piece filmed in 2014 for the reality show Oprah: Where Are They Now?, Ernie and Bert take a pedicab from, presumably, Sesame Street to Tavern on the Green in Central Park. Their total fare amounts to $57, which (depending on what types of blocks they used to get there) means the street is between 11 and 26 blocks away. The duo are also asked how to get to the street, though neither are sure how (nor are they sure how to get back when they hail the same pedicab). They do acknowledge it's in a city, in a state ("Or province," Bert adds), but definitely in the world.
A cityscape backdrop introduced in season 46 adds to the ambiguity, in that it is comprised of photos from different New York City neighborhoods. A highly visible bridge in the arbor area is pieced together from three different bridges as well.