Lemme preface this by saying I'm from New York, have lived there the majority of my life - both in NYC and in other parts of the state - and have driven all over it, so I know a bit about the local geography. :)

I'm not sure in which time period you are writing, but the "traditional" way to go from New York to the West would have been the Delaware Water Gap, on foot since - as you've pointed out - all the rivers flow east. Even now, Route 80, which runs through the gap, is one of the biggest East/West highways in the US - you can drive straight from NYC to San Francisco on it (I plan to do so some day. ;) ). In later days, there's the Erie Canal...
If you're folks are already in Albany, then it's best to go due west until about Binghamton (home of my alma mater for undergrad) and then either cut south, or keep going west until the Great Lakes. (the approximate route of 17/86 on Googlemaps). From the lakes, it's possible to take ships to any number of locations, again all depending on what time period you are writing in.

New York was always tough to navigate because the north of it is absolutely covered in mountains - or at least, they count as mountains in any age save the present or future, and there are mountain ranges down the entire coast of the continent, making going west hard too. If I had a better sense of what you were going for, I might be able to help out a bit more, I know the area passingly, and some parts of it (anything within about an hour of Binghamton, for example, since I did live there for 5 years ;) ) I know well.

Either way, good luck! ;) I'm curious what you're writing about now.

Ha! Thanks! :)

Well, the time period is American Revolution. They are British and were sent from New York to Quebeck. First they had problems crossing Hudson River, then came across the Saratoga Campaign in October 1777. So they were forced to go west, but that still doesn't explain why as far as Allegheny.

Why Allegheny? Because it would get them to Pittsburgh, and then down Ohio River to Kentucky. See, I'm writing from both ends. I know where I start, and I know where I want to end up. The big question is HOW??? And why. And it needs to make sense. :)

Hmm...well, there are other deus ex machina than Indian guides - maybe the weather? Or incorrect directions? The Native Americans in upstate NY WERE a constant problem and were (and remain - there's a reservation!) active in the space between Albany and the Allegeny...my Revolutionary War history is tragically poor, and you've been doing research, so I won't even make the attempt, but the root along 86 - which does go from Albany to the Allegheny - is a root that is relatively "pleasing" in that it bypasses all the surrounding mountain ranges - perhaps they think that if they could get a ship at the Great Lakes, they could make their way north? There are water routes to Montreal from there... I know there were some settlements in that area in that time period, though (Buffalo existed in some form, though probably tiny)...eh, I don't know! I hope you figure something out that satisfies! :)

Looking at all these maps is making me homesick. ;)

You, like other great geographic movement-ly inclined folks - say Lewis & Clark, need an Indian guide. ^6^ . (sorry it's early, the coffee pot hasn't even beeped yet and I think I may still be asleep, but its the first vision I had!!)

Noh, no-no-noh. First that would be too easy, and too "deus-ex-machina", and besides if they are travelling NORTH an Indian guide wouldn't guide them WEST! And besides they are supposed to meet the Indians in Kentucky.

This is supposed to be a complete disaster for them to end up where they do.

But thanks for your not-yet-caffeinated thoughts. :)

I wish you luck that you'll eventually get your characters where you want them to be.

Btw, that story sounds interesting :o)