An ERJ175 Captain described TCAS RA conflict with another aircraft as he flew up the Hudson River on a visual approach to LGA Runway 22.

Narrative

We were flying direct to the Statue of Liberty and then following the Hudson River for Runway 22 at LGA before getting the RA. We were at 4;000 FT at 250 KIAS. There was a King Air above us at 6;500 FT and ATC told him to descend to 4;500 FT. I told my First Officer that ATC was descending him right on top of us and to query ATC to make sure he knows our location in relation to the King Air. After my First Officer told ATC of our altitude and heading; ATC asked us initially to slow to 180 KTS. After about 10 seconds; ATC came back and told us to fly 210 KTS. After passing the Statue of Liberty flying up the Hudson River; I first got a traffic TCAS message in amber. It then changed to a red RA because the King Air was still descending. I followed the RA guide and descended. I asked my First Officer to tell ATC we got a RA and we were descending to a lower altitude and to ask what altitude he would want us to maintain. ATC issued 3;000 FT. The rest of the approach and landing for Runway 22 were uneventful.