The title baffled me until I found the TV Tome page for the episode: I guess the United Nations Headquarters is in Turtle Bay, New York City, NY. More trivia from the TV Tome page:
The ninja's name, Otaku Senzuri, is a joke in itself. In Japanese, otaku (literally: house, formal) is a word used to describe a nerd or a fan of something and senzuri (literally: thousand rubs) is a word for masturbation.