Go to any branch of the New York Public Library near you. According to its homepage, there are 95 locations open every day of the week across the city.
Type "English folklore" into the library catalogue. As of February 2011, this turned up 2,272 books and 71 videos. However, many of those are about the folklore of non-English nations, so you need to specify further.
Click on any relevant entry. When the page loads, select "more details." You will see "Folklore--England" under "Subject." Click on "Folklore--England." Browse these more specific listings. Check out entries relevant to you and study them at your leisure (or take notes in the library if you find reference materials).
Contact the anthropology, English literature and history departments of local universities. Ask if they are offering classes about English fairy tales and folklore. If they aren't, ask if they're holding seminars or special lectures you can attend.
Attend any courses and lectures you find within your budget and time restraints. Try to talk to the professors and speakers; for example, during office hours, by e-mail, or by snail mailing their publishers if they are published. Show interest in the material they cover and they may be willing to help educate you.
Check which exhibits are being shown in nearby museums regularly, especially the Metropolitan Museum of Art, which specializes in historical art from around the world. Visit once you find exhibitions relating to English folklore. Take notes so you can find the books and scholars attached to the art and history you discover.
Search online for pages and societies specializing in English folklore such as the Sussex Centre for Folklore. Read the information they have online, and contact the people connected to ask if they can help you find resources, people and information in New York or online. Keep an eye on the event pages of the websites you find for museum exhibits, lectures or anything folklore-related coming to New York.
Note if any people behind these websites lives close to you. For example, the Sussex Centre counts a world-renowned and published expert of English folklore, who lives in the state of New York, as a member. Contact or visit these local folklore scholars to ask for information and help.