Hundreds of pupils at New York University were evacuated from their dormitories when the storm and high winds hit on Monday (29Oct12).
The students are crammed into the main undergraduate activity building, the Kimmel Center, until they are allowed to return to their rooms, and Baldwin - an alumnus of the school - dropped by to check on their wellbeing.
He chatted with the pupils and admitted he was shocked by the scale of the storm.
The 30 Rock star declared, "In my lifetime, this is, like, unprecedented."
Baldwin's wife Hilaria has been helping out in the wake of the storm by leading a grocery store drop for her elderly New York neighbours, and the actor reveals he is also doing his bit.
He says, "In the building I live in, which is near here, we volunteered to bring food and prescriptions, go off and get supplies for the elderly. Both elevators were out... so people in the building are taking turns."