New York is not a town for the faint hearted and while no one could ever accuse Roger Federer or Justine Henin of being shy about their talents, both have taken their time to fit into life in the Big Apple. Yet as the sun set over Flushing Meadows for the last time at the 2007 US Open, the two understated Europeans had taken the place by storm and had finally learned to enjoy its many pleasures.

Federer, as is his way these days, wrote a new chapter in the history books by defeating Novak Djokovic 7-6, 7-6, 6-4 to win his fourth consecutive Open title. He became the fist man since Bill Tilden in 1925 to win four on the bounce but of more pressing importance was his duel with more recent history.

It was Federer's 12th major trophy, taking him past Rod Laver and Bjorn Borg on the list of all-time greats and putting him level with Roy Emerson. It also left him just two titles away from Pete Sampras's record of 14 grand slam singles crowns. The nearer he comes to Sampras's tally, the greater the pressure becomes and even the impassive Swiss gets a little edgy.

"You never get used to this," he said. "I've been feeling it. I've had an upset stomach for the past few days, I'm nervous, I've had cold hands, shaky hands, before every match. It has been a great experience but it doesn't get any easier, I can admit that."

Federer was never at his majestic best during the course of the two weeks, but he never had to be. There were times during matches when he turned on the style – his serving against Feliciano Lopez was stunning, his power and control against Andy Roddick was breath- taking – but he was never able to reach his comfort zone, that magical place where anything seems possible and he is able to do what he wants with racket and ball. That, though, had little to do with the opposition and everything to do with his own date with destiny.

"I think about Pete's record a lot now, honestly," he said. "In the beginning, I felt pushed a little bit in the corner, put under pressure about the situation because you don't win slams like that, it's just too tough.

"I feel these two and a half weeks, it's so draining. I'm exhausted in the end. It's a great relief just to finally maybe have a good night's sleep without thinking about the upcoming five-setter I have to play. So I know how tough it is. So to come so close already at my age is fantastic, and I really hope to break it."

Djokovic, meanwhile, was have the fortnight of his life. Not only did he win over the crowds the energy and power of his tennis, but he had them eating out of his hand when he chose to entertain them. Running through his repertoire of player impressions – Rafael Nadal and Maria Sharapova were sent up something rotten – he became the darling of the Flushing Meadows faithful.

In the first eight months of the year, he had pushed his way up the rankings to No.3 and proved himself to be the rival to Federer and Nadal at the top of the tree. He reached his third consecutive grand slam semi-final in New York and it seemed like a logical progression to take the next step and move on to the final. But once he had made that move, Djokovic dared to look down. That was when he realised just how high he was flying and that there was no safety net.

In the final, he was twice in a position to take the lead, holding a total of seven set points in the first two sets, and yet each time he fluffed it. This was his first major final and he was as a tight as a drum.

"I was in a good position, everything was good, and then suddenly I just started making these unforced errors, which are really not understandable," he said. "And then I was quite nervous, a lot of pressure, and I knew that I had to make some shots. You know, obviously that was mistake because I just needed to calm down and wait for my chances, which I didn't."

But Djokovic is a bright man and an extremely good player. He will learn from his first grand slam final and when he plays his second – and there will be a second, of that there is no doubt – Federer will have to be on his guard.

Justine Henin has learned over the years that accepting her human frailties is actually quite productive. Where once she was intense, introverted and fiercely protective of her privacy, now she is learning to share a little of her emotions with the world. That, in turn, has allowed her to be herself – and when she is herself on a tennis court, she is all-conquering.

She won her second US Open title without dropping a set, rounding off the two weeks with a 6-1, 6-3 pummelling of Svetlana Kuznetsova. Coming on the back of wins over Serena and then Venus Williams, it was an impressive display of raw power from Belgium's diminutive champion.

In the old days, Henin did not like New York. But this has been a year of change and development for Henin, one that began with the break-up of her marriage and led eventually to the re-establishing of her relationship with her family. After so many emotional highs and lows, she is more able to go with the flow, to take whatever life has to offer her. As a result, she is playing the best tennis of her life.

To win here, on a hard court, in an environment that she used to regard as hostile, meant the world to her. Roland Garros is her spiritual home and she has made winning there a habit. But to win at Flushing Meadows took something very special indeed.

"This one is maybe the most important one. The quality I played in the last few matches is amazing. It's just a great feeling because I had a tough draw and I had a lot of things to prove to myself – not to anyone else, just to myself. And I did it.

"I think that people really start to know me a little bit better, and it's been a big difference in my life the last few months. I'm just feeling healthy, happy, and I just can be myself."

To paraphrase the old song, if you can make it here, you can make it anywhere – and neither Federer nor Henin have any intention of stopping with New York.

Official 2007 US Open Website