There used to be a lot of rooming houses in Harlem but a good number of them have been renovated and converted into full apartments -- a casualty of gentrification. There are still some left though. I saw some when I was looking at rooms on craigslist.
The unfortunate part is that the ones I saw didn't tend to be that much cheaper than renting a room in a 3 or 4 bedroom apartment, and sharing a bathroom with 3 or 4 roommates is much better than sharing it with an entire floor (or multiple floors) of random people (and their guests and other crazies). It's a bit like living in a college dorm...
Harlem's kind of a schlep from most of Brooklyn but I'd imagine there might be SRO listings on craigslist in Brooklyn as well, hidden in the rooms section. Keep looking. Who knows, there is a (very limited) number of SROs in Lower Manhattan as well but I'd imagine they're pretty impossible to get into. Chinatown has some but they probably only really rent to people within that community who speak the language.