Yes, Amy and Aunt March were in New York, but not for long. Aunt March was taking Amy abroad to Europe.
9 seconds sound clip from the Little Women (1950) classic radio play.
You can hear this line at 00:45:14 in the radio play.
Quote context
[...]
- And you have not missed your home so much lately? Or your old friends?
- No. No, I haven't. And you are most responsible for that.
- Thank you, my little friend.
- Oh, showing me this wonderful, exciting city... the museums, the theatres!
- Excuse me, Miss March? You have visitors, miss. Your aunt and your sister.
- Oh, and, Amy dear, I'm so happy for you.
- Now, tell me, how's the family?
- Oh, they're all fine, Jo. Except Beth. She hasn't been well since she was so sick that time.
- Beth. Oh, but she must get well. She must.
- And you do know that Meg is expecting? Dreadful, isn't it?
[...]