Seeking records about my grandfather

I have just received federal records from the National Archives on an extradition request Cuba made for my grandfather in October 1920.  According to the records, the Cuban consulate in New York requested assistance from the Southern District of New York's Commissioner to apprehend my grandfather and three other men in connection to a jewel theft that happened in Cuba.  They were successfully arrested and held in at the Tombs in New York City until the Cuban government (through the Secretary of State) formally requested the extradition (of which I have the official records).  I'm curious if there are more records anywhere related to this incident (either at the state or federal level) and wondering where I should look next? If  New York, should I go to the department of corrections archives or state archives? This is further complicated by the fact that in every single one of the papers I received from the federal records, my grandfather's name was misspelled (different version of his name on every page), so not sure what to do/where to look next? Thank you!