Crosby, 62, a two-time inductee to the Rock and Roll Hall of Fame, had checked out of the hotel but left a piece of luggage behind, police said.
A hotel worker found the bag and went through it looking for identification, and called police after finding marijuana, a .45-caliber handgun and two knives, authorities said.
Crosby was met by police when he returned to pick up the bag, investigators said.
Crosby, a founding member of both the Byrds and Crosby, Stills, Nash and Young, had been performing at the B.B. King Blues Club off Times Square and at Shea Auditorium in Wayne, New Jersey.
In 1985 he was convicted of drug possession in Dallas and spent a year in prison before his conviction was overturned on appeal.
Calls seeking comment from Crosby's management company were not immediately returned Saturday.