Mayor Bloomberg hosted the “Made in New York” awards last night, celebrating the many Law and Order episodes produced here (and some other stuff). Dwarfed by the huge movie backdrops of the Celluloid Skyline exhibit on display in Grand Central, he hastily handed out oversize “Made in New York” hockey pucks (Get it? Hockey’s the city’s third-favorite sport, so — no, sorry, we don’t get it, either). The recipients included Kevin Breslin (son of Jimmy — close enough!), the New Victory Theater, and the Black Filmmaker Foundation, which, strangely enough, brings us to Fey. Grasping her award (“It smells like metal”), Fey looked at the stills of films shot in the city and told us which she would have liked to star in herself: “Anything by Woody Allen … And I wish I’d been in Do the Right Thing.” —Janelle Nanos