There is no central filing system in the Archdiocese of NY: http://www.archny.org/about-us/records/marriage-records/
They have an archive for historical records but they say there are no genealogical records at the Archdiocese Archives.
I agree they may be able to provide a list of churches/parishes in Harlem but keep in mind, this may not necessarily have been the same in 1900. There's also something called The Catholic Directory - this should be a list of Catholic churches in New York City, though I don't know how complete it is: http://www.thecatholicdirectory.com/directory.cfm?fuseaction...
Just looking at Google maps, it looks like the closest Catholic church to this address is currently All Saints Roman Catholic Church and their website has a good history of the parish: http://allsaintsharlem.org/History.html
- though the building wasn't dedicated until 1893, it sounds like it was actively serving the area before then and therefore they may have parish records from 1892.