Mardi Gras was an annual carnival in New Orleans, during which people would dress in masks and costumes. (PROSE: Mardi Gras Massacre) Gumbo was a dish commonly served in the city. (PROSE: Mardi Gras Massacre, PROSE: The City of the Dead) The Eighth Doctor also ate grits in the city, crushed together with rice cakes and maple syrup. (PROSE: The City of the Dead)
The Lankester sailed to New Orleans from Madagascar every year up until its sinking in 1901. Incidentally, 1901 was also year during which the Sixth Doctor and Peri Brown took a trip aboard the Lankester to journey to New Orleans. (AUDIO: Cryptobiosis)
Behind the scenes
The Two Doctors was originally suggested to be set in New Orleans. However, Robert Holmes felt that it had little merit as a setting. The idea was quashed when funding was pulled. After dismissing Venice because it was too expensive, the production team decided upon Seville in Spain.
Though it's possible that a real world location doesn't exist in the same geographic space in the Doctor Who universe, such cases are few and far between. Thus, the map at right is probably a good indicator of the DWU location of New Orleans.