The connecting thread in NEW YORK STORIES is locale, namely the New York City setting for three short films by three of America's preeminent filmmakers, Martin Scorsese, Francis Ford Coppola, and Woody Allen. All three films are in different ways concerned with how love affects their central characters, and all three are predictably stylish. In Scorsese's "Life Lessons," Lionel Dobie (Nick Nolte), a painter, is anxiously preparing for a show of his work. The opening is rapidly approaching when his live-in assistant and lover, Paulette (Rosanna Arquette), announces that their relationship is over. Scorsese brilliantly demonstrates the seductiveness of art, not only with his trademark bravado camerawork but also by coaxing from Nolte the actor's finest film performance to date. Coppola's "Life Without Zoe" is even more of an exercise in style, though, unfortunately, it is style without much substance. Wealthy 12-year-old Zoe (Heather McComb), lives in the Sherry-Netherland Hotel, watched over by a glib but caring butler (Don Novello) while her not-quite-estranged parents (Giancarlo Giannini and Talia Shire) separately gallivant around the world. "Life Without Zoe" is without question NEW YORK STORIES' biggest disappointment, despite its fine cast. More satisfying is "Oedipus Wrecks," featuring Woody Allen in the role of Sheldon, a 50-year-old Jewish lawyer. Sheldon wishes his domineering mother (Mae Questel) would disappear, and when she does (during a magic show), his life takes a dramatic turn for the better. Gorgeously photographed,"Oedipus Wrecks" is a pleasant but minor Woody Allen effort.