Every building in New York—even brand new developments—has a past. But getting to the bottom of your apartment's previous life is easier said than done. A detective could help you do some digging (at least, in brownstone Brooklyn), but if you'd rather roll up your sleeves and get to the bottom of things yourself, there's the East Village-based Neighborhood Preservation Center.
We stopped in at their headquarters at the Ernest Flagg Rectory on East 11th Street during Open House New York this weekend, and found that in addition to tackling local preservation issues and providing meeting space for community groups, the Center also helps New Yorkers get the scoop on their buildings' past iterations. Along with an on-site library with resources on city maps, zoning, historic preservation, and more (it's non-lending and by appointment only, so plan ahead), you'll find a resource referral database for neighborhood preservation information, a database for searching the city's library resources, a landmarks designation database if you think your building's got historical bona fides, as well as more general research tips to get you started.
For some easy armchair research, one of their staff members advised plugging your building's address into the archives of the New York Times or the Brooklyn Daily Eagle—newspaper articles often contain noteworthy nuggets about a building's history, from house fires to legal trouble. (The New York Public Library also has an archive of scanned city newspaper articles, and even more if you go to check it out in person.) And it works—a cursory search of the Times' archives for a building in Hell's Kitchen pulled up its history as both a European furniture gallery in the 1990s and a community theater in the 1970s, information that's virtually non-existent elsewhere.
If you've got more specific requests, researchers at the Center can also weigh in on the most useful resources for your particular building (and yes, they work with all five boroughs), and even do a little digging themselves. (Contact information can be found here.) And if you accidentally unearth some dark secrets in the process? Remember, it's not the end of the world.