Well, the question as to whether Heller applies to the states is one related to the Fourteenth Amendment, which states, in salient part:

"No State shall make or enforce any law which shall abridge the privileges or immunities of citizens of the United States; nor shall any State deprive any person of life, liberty, or property, without due process of law; nor deny to any person within its jurisdiction the equal protection of the laws."

As far as certain freedoms and rights, the states are obligated to protect them and not restrict them as much as the federal government is so obligated. Since DC did not involve a state, the case did not require a decision that the states could not infringe on the right that has been declared in Heller. If that is decided, then NYC and Chicago might need to change their laws. It may not require a Supreme Court decision to change it in one or the other. Someone could sue in Chicago, and have the Court (either the Northern District of Illinois or Sixth Circuit strike down the Chicago law), while someone who sued in NYC could lose and have the Courts in NYC uphold New York's law. And the two Courts could do it with exactly opposite reasoning.

I quote from antoher page:

"Because the District of Columbia is a federal entity, Heller provides a clean application of the Second Amendment which, like the rest of the Bill of Rights, originally applied only to the federal government. Before a state or municipal gun law can be challenged, the Supreme Court will have to decide that the right to keep and bear arms is also protected by the Fourteenth Amendment, which limits state powers. This conclusion is not forgone.

Nowadays, the Court asks whether a particular rights is “incorporated” into the Due Process Clause of the Fourteenth Amendment, an unpopular doctrine among some conservatives. Of course, after recognizing an unconditioned individual right in Heller, affording it less protection from states than other enumerated rights now receive would be awkward—especially given the overwhelming evidence that the right to keep and bear arms was among the “privileges or immunities of citizens” to which the Fourteenth Amendment refers. Indeed, those who wrote the Amendment were concerned about enabling black freeman and white Republicans in the South to protect themselves from violence, including terrorism by local militias."

Sooner or later, someone is going to open the gun store in DC that allows them to sell firearms to people living in DC. There may be a big price to it, but it is going to happen in the next couple years. There may be only one or two stores, but it will happen. It may not happen without a Court fight or two, but teh Federal Circuit will make it happen.

The Fourteenth Amendment case may not happen for a few years. So, we could have very similar gun laws declared to be ok in one place and not in another. I doubt it will happen for long, but I also think that the localities with restrictive gun laws and not going to ease them a lot quickly. There is going to be a Court battle or two that forces it to happen. The NRA-ILA may be seeking out plaintiffs for such cases right now or soon.