For the most part (there are some exceptions) it's okay to help abandoned baby wildlife that you find in your yard, but keeping them is a big no-no in New York.
All of a sudden everyone in New York is mad at coyotes but why? They're not a new animal that we've never seen before. Actually, coyotes are really misunderstood.
The New York State Department of Environmental Conservation has a list of Nuisance Wildlife Species and has some tips on how to control problems with these types of wildlife.