The preposition from does a lot of work in the English language, and so its usage usually leaves plenty of wiggle room for interpretation:
preposition
1.0 Indicating the point in space at which a journey, motion, or action starts:
she began to walk away from him
I leapt from my bed
figurative he was turning the Chamberlain government away from appeasement
1.1 Indicating the distance between a particular place and another place used as a point of reference:
the ambush occurred 50 metres from a checkpoint
2.0 Indicating the point in time at which a particular process, event, or activity starts:
the show will run from 10 a.m. to 2 p.m.
3.0 Indicating the source or provenance of someone or something:
I’m from Hackney
she rang him from the hotel
she demanded the keys from her husband
3.1 Indicating the date at which something was created:
a document dating from the thirteenth century
4.0 Indicating the starting point of a specified range on a scale:
men who ranged in age from seventeen to eighty-four
4.1 Indicating one extreme in a range of conceptual variations:
anything from geography to literature
5.0 Indicating the point at which an observer is placed:
you can see the island from here
figurative the ability to see things from another’s point of view
6.0 Indicating the raw material out of which something is manufactured:
a paint made from a natural resin
7.0 Indicating separation or removal:
the party was ousted from power after sixteen years
8.0 Indicating prevention:
the story of how he was saved from death
9.0 Indicating a cause:
a child suffering from asthma
10.0 Indicating a source of knowledge or the basis for one’s judgement:
information obtained from papers, books, and presentations
11.0 Indicating a distinction:
these fees are quite distinct from expenses
ODO
Consider my personal ambiguity:
- I am from Sharon Hill, because it is the town of my childhood.
- I am from Philadelphia, because it is the city our suburb identified with.
- I am from Pennsylvania, because it is the state I lived in most of my life.
- I am from the United States, because it is the nation of my passport.
- I am from Wyalusing, because it is my high school alma mater.
- I am from Drexel University, because I studied there.
- I am from Elim, because I graduated from there.
- I am from Trinity, because I study there now.
- I am from New Albany, because it the address where I live.
- I am from Hugo's Corners, because it is the closest point marked on the map.
- I am from the Cahill Mountain, because it is the region local people recognize.
- I am from Estella, because I work there.
- I am from Forksville, because it is the address where I work.
- I am from Williamsport, because it is the closest city people from afar recognize.
- I am from Kenya, because I lived there for many years and married there.
- I am from Nyakatch, because it's where I usually stay in Kenya.
- I am from Kisii, because I lived there for many years & still have close friends their.
- I am from London, because I just arrived home from traveling there.
So, where am I from? It depends who I am talking to, and what we are talking about.
Conclusion:
If you feel like you are from New York (or Mumbai), feel free to say you are from New York (or Mumbai), but be ready to explain exactly what you mean by from.