The Devil's Own
The Harrison Ford and Brad Pitt thriller used the Cloisters in Fort Tryon Park among its New York locations.
The Cloisters Museum, Fort Tryon Park
Wikipedia’s article on the film lists the Cloisters Museum at Fort Tryon Park among its metropolitan location highlights; the Cloisters-in-popular-culture article adds that characters visit the Cloisters gardens in the film. Ford also rode along with NYPD patrols in Washington Heights for research, which is not a shoot. I did not find which scenes were shot at the Cloisters.