Can't do that. The UN building and the property on which it is located was given to the UN at is creation some 50 or so year ago. It's like an embassy. It may be in NYC but its not part of the US. The US may leave the UN but there is no way I can see of that the UN will leave the US.
Sure there is...just cut off the sewer, power and water to the property. After awhile, they'all leave....abandon property goes back to the city, I believe.