But, in this long trek through New York state, it passes through the suburbs of some large cities, but only passes directly through one large city – the state capital of Albany. There, it is called Western Avenue. It also appears that as the road joins and runs with Route 9, it is then named Madison Avenue. Here, near the Hudson River, Route 20 begins its second-longest concurrency with US 9, the state's longest north-south US route.
Long ago, Albany was a Native American settlement called Penpotawotnot. Later, the Dutch East India Company built Fort Nassau and later Fort Orange in this area, and also had the surrounding community of Beverwyck. In 1665, this area was acquired by the English from the Dutch. The English renamed it Albany, as a tribute to James II, Duke of Albany. According to Wikipedia, “A 1686 document issued by Thomas Dongan granted Albany its official charter. This date makes Albany the second oldest city in the nation in terms of its date of incorporation, after New Amsterdam.” (New Amsterdam later became New York City.)
After trying to find out the origins of the road in Albany, I found an obscure web site (here) talking about Albany City Streets, which said, "LYDIUS STREET: Named for Dominie Johannes Lydius, it ran west from the Hudson River along the route of today's Madison Avenue. Later, this wagon road became the "Great Western Turnpike" - today's US Route 20. By the early 1800s, houses appeared along Lydius Street forming several blocks below South Pearl Street. " Further looking into the Great Western Turnpike, an entry in Wikipedia says, "The First Great Western Turnpike was started in 1799 in Albany where the present Western Avenue is located, and it extended west to Cherry Valley in Otsego County, New York, along a path similar to today's U.S. Route 20." So it looks like US Route 20 in Albany has been around in some shape or form for quite some time.
The US Route 20 Blog homepage can be found here.