You need luck, determination, and a willingness to wake up early to actually find New York's Union Square tamale ladies, but if the stars align and you do come across them, you're in for a treat.
There's no hard and fast rule for when they'll be at the Union Square Greenmarket, but your best bet is Wednesday starting from about 7:30am through noon (though by then they've usually sold out), and prime time, Saturday, same times.
The four lovely Mexican ladies selling steaming hot pork tamales are usually right next to the manager's booth on the west side of the Union Square Greenmarket with the cabrito stand appropriately on the other side. It leads you to believe that these ladies are officially part of the farmer's market. Not so, at least, not the last time I checked with the folks at the booth.
The point is that you should keep a lookout for them. Get the hot pork tamales, or the chicken stuffed chile relleno that they're selling out of (what else?) mysterious black plastic bags in two shopping carts. On the few occasions I've been lucky enugh to happen upon the ladies, I've heard others on line telling them to open a restaurant.
The tamales are filled with bits of delicious pork. They stained my hands bright orange after peeling back the corn husks. The chile relleno was lightly fried, and filled with a white almost creamy chicken in two handmade tacos covered with salsa verde and a white sauce with a choice of rice. It costs $7 for one of each.