Interesting thought. Definitely cicadas (though haven't heard any yet this season), but have never seen a cicada killer in cement-lined parts of Brooklyn. Do remember a news story about them in Staten island - a part of NYC where there are more lawns and larger open areas - a few years ago.
When researching did come across a really retro-fun, exactly 125 year old, newspaper story entitled "
The Queer Tobacco Moths".
This link should take you to the image of page 13 of the July 23, 1892 Chicago Tribune - the story is in the second column from the right. You may need to enlarge the image to read it, or in some browsers a double click on the story will isolate and enlarge.
I found it quite informative in it's folksy, story-telling way. Tells of life-cycle and control, and was especially amazed that it even describes hyperparasitism in the hornworm - which I later confirmed (hyperparasitoid wasps lay their eggs in the external cocoons of the parasitoid wasps that the parasitized hornworm hosts).