You can find them in this shapefile here: http://gis.ny.gov/gisdata/inventories/details.cfm?DSID=927 or using the state’s ArcMap server: https://gisservices.its.ny.gov/arcgis/rest/services/NYS_Civil_Boundaries/FeatureServer/6

The relevant fields as SWIS and FIPS_CODE, the later which is the GeoID used by the Census bureau.

To link state tax data to that file, you may need to zero the last two digits of SWIS codes with code like this in R or your favorite language: taxroll$swis <- gsub('.{2}$','00', taxroll$swis)