Below is video footage I took when visiting Bobby and Rosie in Washington Square Park on March 9th and 11th. I used a handheld point-and-shoot I happened to have on me at the time.
In the footage you see Bobby twigging (gathering material for the nest), going to the nest, mating with Rosie on a rooftop terrace on the 11th, and Rosie moving from the terrace to the Judson Memorial Church cross.