The one "physical" and probably most memorable manifestation of Jersey City I can remember off the top of my head was the surprisingly similar (geographically and with some actual buildings) Alderney City in GTA IV. Several of the buildings in Alderney City actually exist in Jersey City, Newark and Hoboken.
But usually we end up being somewhere in the background of most games that actually feature NYC itself.
I loved Red Alert 2, but aside from the ridiculous FMVs that I came to expect from Red Alert 3, I guess I wasn't drawn to it as much (especially since I actually haven't finished it). I finished C&C 3, though, and thought that was really great.
I never touched C&C 4 because when it came out everything sounded so negative about it that I didn't want to be disappointed at the conclusion of Kane's arc.