Well, I read your post and then got engrossed in the subject of living walls.

I think you might find it helpful to look at your library for books about this subject, plus green roofs. It isn't a new concept, since traditional Scandinavian structures had living roofs etc. And today, Germany is one of the leaders in mitigating the environment by planting living walls and green roofs. They can do it because their building codes allow it.

One book that I have is titled
LIVING SYSTEMS: INNOVATIVE MATERIALS AND TECHNOLOGIES FOR LANDSCAPE ARCHITECTURE. It lists a lot of plants they've used in climates I'd consider as cold as NYC. They use a lot of cable, and turnbuckles to keep the cables taut, and then they have a lot of vines which can be planted either in the ground surrounding buildings, or in planting containers. They particularly use a lot of vines.
I'd even hazard to say that your balcony would be one place that KUDZU would work nicely, since it can grow a foot a day. I've noticed that Plant Delights Nursery in N.C. sells some variegated kudzu, but it is against the law to plant it in places like Atlanta. If you are looking for a shade maker, then kudzu is for you.

When I was driving through Palacios Texas several years back, hotter than blazes and no shade anywhere, I saw this little trailer nestled beneath a pergola that was covered entirely with kudzu. And that was the best use of the plant I ever saw. There was enough room for a small patio and a hammock beneath that dense shade.

Of course, in NYC it would succumb to the really frigid temps, which might be a good thing. But it would also give you some time and protection to get other vines growing up cables on your fire escape.

One thing which comes to mind is the climbing hydrangea which is cold hardy and can (in the ground anyway) reach tremendous heights. Less ambitious but probably hardy would be some clematis. I'd also get some annual vines like morning glory or hyacinth bean (edible too), and the wisteria may survive the climate as well. Heaven knows it is an aggressive plant which gets so massive a trunk that I've seen it squeeze the life out of trees. A native of China and Japan, where I think the winter could be as cold as NYC. It would be doable in big containers with protection.

Look for this book:
PLANTING GREEN ROOFS AND LIVING WALLS by Nigel Dunnett and Noel Kingsbury.

I was intending to put a living roof on my old derelict garage but was persuaded otherwise. Fascinating topic though. Hope this gives you some ideas.