Security has been stepped up in the US amid "credible" reports al Qaeda is planning to blow up bridges or tunnels in New York on the 10th anniversary of 9/11.
President Barack Obama has ordered counter-terrorism forces to "redouble" efforts after the terror threat emerged on Thursday night.
The Homeland Security Department said the threat is "credible and specific" but unconfirmed.
Police have launched a manhunt for three people known to have entered the country recently.
Officials said the threat was so specific and such was the timing - America was already on heightened alert - it could not be ignored.
Sky's Foreign Affairs editor Tim Marshall said the threat was being called credible because it was specific and detailed.
He said it came from a reliable source, but it has not been backed up by others - which is why it has been called "uncorroborated".
Documents found in Osama Bin Laden's compound after he was killed suggested that al Qaeda was planning an attack on the 9/11 anniversary.
"It was almost certain that people would try to pull something off," Marshall said.
"It is not just in New York - across the western world there are jitters and nervousness."
Home-grown terrorism is seen as one of the greatest threats to the US.
Sky's Dominic Waghorn said reports linked the recent threat to Pakistan and to a car or truck bomb.
"There is specific, credible but unconfirmed threat information," said Janice Fedarcyk, the assistant director in charge of the Federal Bureau of Investigation's (FBI) New York division.
"As we always do before important dates like the anniversary of 9/11, we will undoubtedly get more reporting in the coming days."
Extra police will carry out checks on cars at tunnels and bridges in major cities, officials said.
They also said there would be more bag inspections on the New York subway, more sniffer dogs on patrol and that radiaton monitoring equipment would be deployed.
New York City Mayor Michael Bloomberg told reporters police there were deploying additional resources around the city.
But he said New Yorkers should go about their business as usual. The city's observance of the anniversary on Sunday will go on as planned, Bloomberg said.
"For 10 years we have not allowed terrorists to intimidate us, we have lived our lives without fear and we will continue to do so," he said.
"So go about your business as you normally would, just be vigilant."
The FBI and Homeland Security Department issued a joint intelligence briefing urging Americans to be on the lookout for suspicious activity.
President Obama is scheduled to mark the Sepember 11 anniversary with stops at New York's ground zero, the Pentagon and Shanksville, Pennsylvania.