As the New York area recovers from its worst natural disaster in modern times, BBC News reports that over 2,000 years ago, a tsunami slammed into New York and up the Hudson River. Speculation is that it was caused by not a storm but an undersea landslide or an small asteroid that landed in the Atlantic. According to the report, undersea landslides caused by earthquakes are a major reasons for tsunami's in the Atlantic.
The most often pick for a future tsunami for the East Coast would be the Cumbre Vieja Volcano off the Canary Island's that could erupt and cause massive sifts of the earth that would generate a powerful cross ocean tsunami. The wave that would be generated could be 15 to 30 feet high. The recent storm surge was 14 feet high and focused on a small section of the Atlantic Coast to give you a comparison.
There was a minor tsunami caused by 1929 Grand Banks earthquake which caused a Tsunami in Newfoundland area that killed 24 people. Also earthquakes in Puerto Rico have generated small and mostly harmless tsunami's up the East Coast.
As the New York area goes to the great expense of protecting itself from future hurricanes and storm surges, they might include in the plan a 'tsunami warning system'. It just might save tens of thousands down the road.