According to baseball-reference.com, if I am reading it right, the Yankees win today was their 31st of the year in a game in which at some point they were behind. That number tops the majors.
The Pirates have the second most comeback wins, with 28 counting their win today v. the Cubs after being down 2-1 early (a number of teams have a total in the 20's).
Yanks are also 4th in MLB in fewest games lost after having a lead at some point (with 17). The A's, Pirates, and Rangers, at 14-16 respectively, are the only teams with fewer "blown leads".
I checked this out because it seemed there were so many times that posters were bemoaning another loss or a failed season because we were losing by a couple of runs early or in the middle of the game (and often not getting any hits espec. with RISP), only to have the Yanks score late and win.
I wasn't sure they lead the majors, but I figured they were right up there.
I think they have lost enough games that they simply fell behind early and stayed there, failing to score with runners on 2nd and/or 3rd so often, that we didn't always appreciate how frequently they DID come back to win, especially late.