I put it in the mail on Monday. Monday was Presidents' Day. The mail doesn't get picked up on Monday. The first day the mail could have gone out was Tuesday. When I got home Tuesday night, I checked the mail. No death certificate. Wednesday night, I checked the mail. Thursday night, I checked the mail. Friday night, I checked the mail. Saturday, for the first time, I thought there was a chance that my request had actually gotten to New York. I checked the mail.
Sunday, I didn't check the mail, even though it was no less likely that it had shown up on Sunday than on any day in the week prior.
This could be a long 4-6 weeks.
(To be fair, the NYC Municipal Archives often has a quicker turn-around time than they claim; I've generally gotten a reply in 3-ish weeks. That's probably why I'm so prone to expect it any second!)
25 February 2010 Update: They cashed my check! Can't be long now!