The first battle on Midgard in Avengers: Infinity War takes place outside the Sanctum Sanctorum, the home of Doctor Strange, on Bleecker Street, and they progress on to Washington Square Park.
While this scene was actually filmed in Atlanta, the arch and several of the buildings in the background are recreated in the CGI rendering, so if you visit this location you will recognise it!
Washington Square Park is an incredibly busy place, but I highly recommend a visit to it because as well as being a location for Avengers: Infinity War, the film I am Legend, and numerous TV shows such as Person of Interest, it has the most wonderful dog park!
The Washington Square Park Dog Park is one of the most joyous places in New York, and worthy of a visit! I have spent many a happy time there watching the dogs run round the enclosures, and interacting with each other!