"Terrorists may be plotting an attack in the coming days," said Mayor Michael Bloomberg of New York.
Bloomberg was joined Thursday night by the FBI and Homeland Security officials during a news conference.
CIA officers received evidence of the threat Wednesday night. The focus is now on three possible terror suspects who entered the United States on aircraft last month. The shadowy trio that is now a target of federal law enforcement may have come to the U.S. through Pakistan or Dubai.
Some terrorist experts in New York say the threat involves a possible attack on mass transit providers in New York, Chicago or Los Angeles. Other sources report that local authorities in Washington D.C. have been briefed on the suspected plot that could involve a vehicle bomb.
"We will undoubtedly get more reporting in the coming days. Sometimes this reporting is credible and warrants intense focus. Other times it lacks credibility," said Janice Fedarcyk, FBI New York City.
News of the pre-9/11 threat followed evidence found in Osama bin Laden's Pakistan safe house last May that al-Qaida was aiming at an attack to coincide with the 10th anniversary of attacks on America.
President Barack Obama, former President Bush and relatives of those killed a decade ago are to gather at Ground Zero on Sunday. A thick security curtain planned for Lower Manhattan will be strengthened.
"There will be more bomb dogs and there will be monitoring equipment at vehicle checkpoints. There will be increased focus on bridges, tunnels and infrastructure in general," said Commissioner Ray Kelly, New York City Police.
There has been no statement from the Chicago police support nor from Mayor Rahm Emanuel's offices about this latest threat. Illinois officials say they have been briefed by federal authorities.
Statement on terror threat from Patti Thompson, spokesperson for Illinois Emergency Management Agency:
"The federal government did notify the state of Illinois regarding the possible threat. The state of Illinois has been updated through the day and will continue to get any updates as they become available..there have been no indications of any specific threats to anywhere in Illinois. We actually had a plan in place well before the 9-11 anniversary weekend, specifically for this time period and had already enacted it...it includes IEMA position mobile command posts...in northern Illinois, central Illinois and the southern portion of the state in the metro east area. The state's radiological emergency assessment center will be activated over the weekend. The state's 24/7 communications center is linked to the statewide terrorism intelligence center and will transfer any calls received from public safety personnel or the public regarding suspicious activities or any other intelligence that law enforcement might have."