State police said the unidentified 21-year-old had been spotted walking up one of the suspension bridge's cables around 10:38 p.m. Sunday.
Troopers said they got the depressed man talking but it was touch and go because he had literally dangled from the cables several times.
After two hours, officers were able to get through to the man and he came down.
He was taken to Phelps Memorial Hospital in Sleepy Hollow for a mental health evaluation and his family was notified, police said.
Assisting the state police were the state park police and personnel from the state Bridge Authority.
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