I have a couple venue's that seem to have jam sessions. I've never been to either of these places, but found them on-line & am interested in checking them out. Paddy Reilly's on Second Ave, NYC (212)686-1210 ~has some open mic nites & informal bluegrass sessions.

Jack Dempsey on Second Ave, NYC (212)475-2729 ~has open bluegrass jam nites & celtic nites.

hope this is a start for you (if this is the type music you play) best of luck to you! ~lor