Macombs Dam Park on West 161st Street, Bronx NY, July 21, 2014. The New York City Parks Department Press Release for October 14, 1935 says:

The Department of Parks will open twelve new playgrounds throughout the city on Monday, October 14th at 4:00 P.M. ... In the Bronx they are at Hunts Point and Spoffard Avenues and Faile Street; East 164th Street to Teasdale Place East of Boston Road; Reservoir Avenue between University and Webb Avenues (Fort No.4) and at Jerome and Sedgwick Avenues ... Three playgrounds have wading pools, six have handball courts, four have basketball courts and eight have jungle gyms, swings, slides, seesaws, and other outdoor gymnasium equipment.

Macombs Dam Park is the last one mentioned, although not by name. It is the only park where Jerome and Sedgwick Avenues meet, just west of Yankee Stadium. Macombs Dam Park was not a New Deal creation; it was first opened in 1899 and was famous for its athletic fields (see history). But the press release confirms that at least one playground was added to it by the Parks Department to it during the New Deal. And since all Parks Department projects in the 1930s used New Deal funding and labor (as explained here), this park includes at least one New Deal contribution. It should also be pointed out (as noted in the material just linked to) that from January 1934 to May 1937, New York City park maintenance was done by PWA and WPA workers. In any case, only this playground (obviously totally rebuilt since the 1930s) remains of the original Macombs Dam Park, which has the new Yankee Stadium sitting on it.

The New Deal in NYC 1932-1943 | Frank da Cruz | fdc@columbia.edu