Babylon A.D. is a 2008 science fiction thriller film. A mercenary (Vin Diesel) is hired to escort the woman from a post-apocalyptic Russia to New York City. The other movie I can remember that identifies New York as Babylon is The Devil’s Advocate.
I’ve uploaded the field manual of the First Earth Battalion from the movie The Men who Stare at Goats here.
I vaguely remember Lady Sovereign saying something along the lines of “maybe it should be satan that we should be worshiping”. I could be wrong but I remember thinking at the time of how odd it sounded. I also find it odd that she wears a pyramid all-seeing-eye thing around her neck. A gift from Jaz-Z no-doubt.