This particular fellow stands with its twin replica in a corner at NE 70th Street. As I turned to the magic of the internet and researched on it, I discover that the winged lion is a Venetian symbol of royalty. It goes back to a famous St. Mark's painting where the saint is depicted with a winged lion sitting at his feet.
The building that holds it looks like an abandoned building, but I think it belongs to the antique shop right beside it. I noticed they have more of these type of artifacts in the back, so it could be a warehouse. If anybody knows, feel free to add a comment.