A little birdie told me you know how to fly a helicopter.
Sam pursues a helicopter full of GRC Hostages away from the tip on Manhattan and up the East River, in and around both the Brooklyn and Manhattan Bridges.
This is most certainly all CGI elements against background plates shot off the coast of Manhattan. But this general area is where the battle took place.
(The Falcon and The Winter Soldier S01E06, 2021)