Recycling Plastics in NYC

I've made a more conscious effort this year to recycle anything I can. It's been going pretty well, things like tin foil, junk mail and metal trays from chinese food find their way into clear bags instead of into my trashcan. As was discussed in another thread a while back, tetrapaks (soy milk, coconut water etc) are totally recyclable here.

However, I just found out through the NYC Recycling Website that NYC does not recycle many kinds of plastic. This apparently includes yogurt cups, deli containers and the like. I've also noticed that I have no idea what to do with shrink wrap, though I assume it must be somehow recyclable. While I make purchasing decisions somewhat based on the packaging, sometimes plastic packaging is unavoidable. For example, my new yoga mat has shrink wrap around it.

Does anyone know of another local route to recycle the plastics that NYC doesn't recycle?