I'd like to do a walking tour of New York, visiting many of the sites
that played significantly in "The Catcher in the Rye", like the Museum
of Natural History.

Some of the sites jump immediately to mind, like the ballroom where
Holden Caulfield went dancing, the hotel where he stayed, and the jazz
clubs where he went drinking.   But I'm wondering if these locations
still exist in real life.  Or even if they ever existed.  Or at the
very least, I'd love to know the addresses of these locations, even if
the original businesses have been supplanted by others.

Barring this, I'd also be interested in a tour of celebrity death
sites.  Like John Lennon and Dylan Thomas and Andy Warhol.  Does any
such tour exist?  Thanks!

This "Catcher in the Rye Photo Tour" may interest you:

http://72.14.207.104/search?q=cache:fG2iK6E9irMJ:www.geocities.com/exploring_citr/tour.htm