Office workers stayed at their air-conditioned desks while lights on the Brooklyn Bridge, the Empire State Building and the halls of Congress in Washington were dimmed to cut power consumption.
But despite the efforts, electricity suppliers in New York, Washington and across the Mid-Atlantic and Midwest reported new demand records, which surpassed the highs set on Wednesday.
New York Mayor Michael Bloomberg -- hoping to avoid a blackout such as the one in 2003 which saw New York City's eight million residents and 50 million people in US Northeast go without power -- pleaded for New Yorkers to cut their electricity use at home.
The city is braced for a third straight day of temperatures nudging the 40 degree (Celsius) mark.
"If we want to keep the power going we're all just going to have to have to conserve," he told reporters, adding that the city's electricity grid was under "great strain."
Only minor power outages have been reported in cities like Chicago and New York.
The high temperatures have moved east from California, where two weeks of heat killed at least 136 people and caused power failures.
The weather has also been blamed for at least 16 deaths in Missouri and three deaths in Chicago.