Oh, that's the Frick Mansion. It's a museum in NYC- great collection of Old Masters' works. If you find yourself in the city, go there.
All of the Upper East Side used to be like that, like this block:
This block remains:
It's a shame it's no longer like that, but an even bigger one the ones that were lost weren't torn down soon enough to be replaced by apartment blocks in the 10s, 20s, and 30s, but were demolished for uglier and later buildings.
The sad but unavoidable consequence of my advice not being heeded.