The character of John McClane is a no-nonsense New Yorker, which is how there is a connection to the LAPD and the NYPD in Die Hard. In the first flick, McClane, a police officer, is traveling to Nakatomi Plaza in Los Angeles to meet his recently estranged wife Holly Gennaro for her Christmas Eve workplace party. He’s not there to be a police officer, but when terrorists strike Nakatomi Plaza, he rises to the occasion and takes down Hans Gruber
Article source: https://www.cinemablend.com/news/2464107/nypd-and-lapd-have-exchanged-funny-die-hard-messages-for-the-holidays