This place is on Harborside near Fisherman's wharf
http://www.katiesseafoodmarket.com/ourstory.htmlA few shrimp boats dock near it so I assume they are selling their shrimp there
There is another place that I saw last week on 61st called Island Seafood near Ave P 1/2 basically close to IH 45
I don't have first hand knowledge of either of these places