It's very, VERY expensive to live here. That's the long and short of it.
And if you're looking to work in the entertainment industry you're joining a LONG line of aspiring workers, all with experience, willing to do ANYTHING to get an entree into the business here. No company is going to hire you, sight unseen, and pay for you to relocate from Australia.
Your best bet is to work IN AUSTRALIA for a company with a NY office. After some time there, you can ask about a secondement.