The bridge
The Verrazano-Narrows bridge, which is highly profiled in the film, is seen by Tony as a "way out" of Brooklyn (particularly Bay Ridge), to a "better" life, presumably in Manhattan. As Stephanie explained, "everything is different, right across the bridge".
But, the Narrows bridge doesn't connect to Manhattan. You'd have to travel north into Jersey, and then take the Holland Tunnel to get there...
"There are kingly virtues other than bravery! Courtesy is one of them!" Ynyr, Krull