If you are outside the U.S., you must either already have a valid O-1 visa, or obtain one at a U.S. embassy/consulate overseas in order to enter the U.S. in O-1 status to work at NYU. Visas are issued only by United States consulates and embassies outside the U.S.
To apply for your visa you should submit the original Form I-797, photocopy of Form I-129, and photocopy of the letter of appointment, in addition to a valid passport and any other documents instructed by the embassy/consulate. We encourage you to visit the U.S. State Department’s website http://usembassy.state.gov as soon as possible for further information on procedures and timeframes for obtaining visas at embassies and consulates overseas.
The U.S. Department of State provides general information on visa wait times. Though you should always contact the U.S. consulate or embassy for information on processing times, you may use the U.S. Department of State's Visa Wait Times as a guide.