2Donkeys is quite right: you do need a prior appointment. Quite possibly they can accomodate you at the last minute, but I wouldn't count on it.
If you can't get through via telephone or email, I'd suggest getting in touch with Oklahoma City and they will almost certainly straighten things out for you (it goes almost without saying that you will want to be tactful and not use this as an opportunity to complain about the fellow in NYC).
Many Americans (not just New Yorkers) can be rather off-putting; but if you are pleasant and polite, the great majority of them will reciprocate.