Funny you should mention that. Every time I think of Times Square being empty (which can happen at certain angles at certain very early times of day), I think of Roger Ebert's review of Vanilla Sky:

http://www.rogerebert.com/reviews/vanilla-sky-2001

> Note: Early in the film, there's an astonishing shot of Tom Cruise absolutely alone in Times Square. You might assume, as I did, that computers were involved. Cameron Crowe told me the scene is not faked; the film got city permission to block off Times Square for three hours early on a Sunday morning. Just outside of camera range there are cops and barricades to hold back the traffic.

London streets were empty in 28 Days Later as well.

They shut down that whole area for 2.5 hours for that scene.