It wasn't until 1919 that professional sports were legalized to be played on Sundays in New York after the governments received heavy political pressure and court battles to adjust their blue laws.

Blue Laws were laws that prohibited certain activities, such as the sale of alcohol, shopping, etc. on Sundays. Sports fell under activities banned by these laws.

In 1902, Sunday baseball games were legalized in Cincinnati, St. Louis and Chicago. New York City Democrats tried to get two bills to legalize Sunday baseball in 1907, but both were shutdown.

In 1917, the Cincinnati Reds and the New York Giants played a baseball game on a Sunday at the Polo Grounds in New York. After the game, both managers John McGraw (Giants) and Christy Mathewson (Reds) were arrested for violating the Blue Laws. However, Judge Francis McQuade found them not guilty. In 1918, Sunday baseball was legalized in Washington D.C., Detroit and Cleveland. The following year, under pressure, the Giants, New York Yankees and Brooklyn Dodgers were given permission to play on Sundays. Philadelphia was the last city to allow Sunday baseball in 1933. In the 1950s and 1960s, after many of the Blue Laws were either lifted or adjusted, most baseball teams around the Major Leagues played Sunday doubleheaders.

More Info: en.wikipedia.org