Information from Con Edison's website:

The location is:

K-mart Shopping Center
355 Downing Drive
Yorktown Heights, 10598

Con Edison is also distributing dry ice at:

New Rochelle City Hall
Rear Parking Lot
515 North Avenue
New Rochelle

Distribution at the Yorktown Heights and New Rochelle locations will take place 1 to 9 p.m. or when supplies run out. Safe handling and disposal instructions will be provided along with the dry ice. Dry ice is frozen carbon dioxide and should be used only in well-ventilated areas. Keep children and pets safely away.