Use of scanners in the US is governed by Federal, individual State and in some cases City ordinances. New York State has one of the most restrictive laws (section 397) which, although intended to prevent listening to police frequencies, effectively makes it an offence to simply posess a scanner.
The airports and environs are under the jurisdiction of the Port Authority Police (not NYPD) who are not well-disposed to spotters. Confiscation is probably the least of your concerns, being detained for some considerable time or even in jail is not entirely far-fetched.
Leave the scanner at home, you probably wouldn't understand the controllers' accents anyway