This question piqued my interest so I poked around a bit on Chowhound.

It seems there's a place in Midtown called Phoenix Garden that does a decent two-course Peking Duck:
http://chowhound.chow.com/topics/226676

Reviews are generally positive, but far from unanimously so:
http://chowhound.chow.com/topics/343800
http://chowhound.chow.com/topics/548683

I haven't tried it personally.

I'm also intrigued by the concept of single-serving Peking Duck buns in Flushing:
http://chowhound.chow.com/topics/643127