Unfortunately, Lights of New York does not have an official release in any format, and as it is public domain, it may never see one. However, bestvideo.com has it for sale in what is obviously a bootleg DVD... but the movie is there! If you really need to see it, that's where to go.
I just now (12/13/2012) ordered this title on DVD from Hard To Find Films. They are the only company I have seen offering it in over two years. The other one went out of business or something. I can tell you I have done EXTENSIVE search on line and it was unable to find it for download or even purchase before tonight. This is where I bought mine from. It was $15 plus $5 s&h.
http://shop.vendio.com/HARDTOFINDFILMS/item/2083967327/index.html
They allow payment by by money order or credit/debit card. If you pay with a card, they use Google Wallet for that, and it worked just fine for me. I have emailed the proprietor with a question about the payment method, and he answered, so the email I used for contact on the site is valid.
Disclaimer: Do your own research of any product offered on line or by mail before deciding to purchase. I can't be responsible for any problems associated with your purchase.
Best Wishes
Hi! I see that you ordered "Lights of New York" (1928) back in 2012, but what was the outcome? Did the seller deliver? And how was the image and sound? Good synchronization of lips and voices? And was it complete -- the full 59 or 57 minutes or whatever? With front titles and end credits (if applicable)?