The closest major city to Provincetown is Boston, MA. By air, you will want to fly into Logan International Airport. By train, you will want to travel into Boston's South Station.
There are two major ferry lines to Provincetown, Boston Harbor Cruises (located at 1 Long Wharf) and Bay State Cruise Company (located at Boston Seaport). Between these two ferry lines, you will find morning, afternoon, and evening options for a ninety-minute ferry ride to Provincetown. The ferry will drop you off by Commercial Street and is walkable to the Anchor Inn.
Provincetown is about five hours from the Tri-State area, give or take some Cape traffic. The town is situated at the tip of Cape Cod, at the end of Rout 6A. Street parking requires a keen eye, but there will usually be something available nearby.