The construction photos at the New York Public Library call this “The Astor Building” which is singularly useless. The Astor family developed a lot of New York real estate, so calling it that doesn’t narrow the search much. It is the 1904 St. Regis Hotel at Fifth Avenue and 55th Street, still there and still operating. The picture above doesn’t give much of a hint about location other than “near a gothic church.” Here’s a slightly earlier construction photo, with the steel frame of the hotel still exposed at the upper floors:
That side street of four story brownstones looks, to us today, like a street on the Upper West Side. It is actually in Midtown, in an area that stopped being residential more than 100 years ago, has few brownstones remaining, and has no brownstones remaining that have not been heavily modified for commercial use.