Run!- yelled James to Lily—I love you both, you hide and activate protocol New York, I will try to hold him off as long as I can.
Lily, crying for the loss of her husband and the love of her life, ran as fast as she could towards the library where the entrance for the tunnel was. It was an easy plan, protocol New York consisted in grabbing Harry and run through the tunnel created by the house elves to the apparition point outside of the anti-apparition wards that death eaters put in place to isolate their victims, then they would take a portkey to a house in New York and wait for James or Sirius.
It was a great plan, easy and it served its purpose, when Dumbledore came and told them of they prophecy Lily and James felt there was something missing and fishy, as if the headmaster was trying to guide them through a path previously approved bye him, all became clear when Dumbledore suggested an elaborate ruse where they would let slip to someone on the order that the secret keeper they choose was Sirius but in reality the secret keeper would be Peter, it was a dangerous plan and Lily was not going to leave to chance the lives of her son and both of her husbands.
So with help of the goblins and a little bit of research they found a house in the middle of New York where they would portkey and hide in plain sight among muggles. As she was running Lily felt a shake in the earth praying that it was the result of the ritual traps they hid in Harry's nursery. Reaching the end of the tunnel she took the portkey and with a small tug in her navel carrying a sleeping Harry in her arms she disappeared away from England.
