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Found on Gothamist, this map illustrates the sheer number of people living in each borough of New York City by comparison with an entire state of the U.S. of similar population size. For instance, the estimated population of Maine in the year 2007 was 1,317,207; the population of the Bronx the same year was 1,373,659. The above map uses estimates from 2006, but the principle is the same.
Actually, a couple of them now fall short: the entire population of Idaho in 2007 was 1,499,402 people while Manhattan alone had 1,620,867 residents. And New Mexico the same year was quite spacious with 1,969,915 citizens...while the borough of Queens was a little more, um, let's say neighborly at a population of 2,270,338.
And I can get to all these places by subway except for the island of Wyoming, but the ferry there is free.