“We are very proud to be the capital of music in the world and it is so wonderful to have this occasion be the beginning of a week that really recognizes what the music scene in New York City means all over the world,” de Blasio said. The Grammys were last held in New York in 2003, and have been handed out in Los Angeles since. JAY-Z, Kendrick Lamar dominate 2018 Grammy nominations The Grammy Awards through the years