Interestingly, one-way rentals WITHIN CALIFORNIA are surprisingly cheap. I've rented in LAX or Santa Ana a few times and returned in San Jose or SF. The difference was only like $10-20.

Do you have any friends in CA who want to take a road trip? Perhaps you could co-sign a rental contract with them, then have them fly out to NYC, drive the car back to CA, and return it. Cross-country flights are only $150-200 and flight + gas might actually be cheaper than out-of-state rental fees. Plus, your friend would get to take a road trip!

Oh, and if you use Fox rent-a-car, make sure to get the collision damage waiver or make sure your credit card covers you. I'm now arguing with them over the repair cost of a door scratch. Then again, as a foreigner, you could probably get away with just not paying, since you have no US credit to damage, and by CA law, they can't bill your card directly.

Lastly, if you're flying from NYC, look at all three airports. LaGuardia occasionally has cheap international flights via Toronto.