So "the New York Directory" is not properly a directory for New York, but a new directory for York.
Perhaps you will be as ready to laugh, when you hear that the child really supposed a City Directory was an instrument that drew out and shut up like a telescope, and, by peeping through it, she could see the distant home of Colonel Allen, on "Fiftieth Avenue.
Perhaps the most popular directory on this subject is Walker's Critical Pronouncing Dictionary.