New York would be a good one.
Theres a bunch of Fan made trailers for san fransisco.
I 'm not to keen on the amnesia part. Not a fan about memory loss in anything really.
I believe the statue of liberty can only be get to by boat, so maybe the Brotherhood of steal could have a base there. Their last stand against a powerfull enemy. You could help destroy them or join them. Etc.
The next one is California or San Fransisco. It is true.