There are two places that I can suggest that may be useful.

1) www.lohud.com - a newspaper for New Rochelle that I have used and have found an obituary for a relative that passed away in 2002. (New York's Lower Hudson Valley).

2) New Rochelle Public Library (www.nrpl.org)
tele# 914-632-7878 xt. 20 reference desk
even after you reach the reference desk they will most likely transfer you to another desk for History & Archives.

Good Luck!