Nasti lifted Milan ahead to stay in the 78th minute, the 20-year-old Italian striker taking a centering pass from Belgian right wing Alexis Saelemaekers and firing an inside right foot blast into the goal.
Several European sides are playing pre-season tune-ups in US venues ahead of next months start of their league campaigns.
Norwegian striker Erling Haaland opened the scoring for Manchester City in the 19th minute, but Italian forward Colombo answered for AC Milan in the 30th and 34th minutes to lift the Italian side ahead 2-1 at half-time at Yankee Stadium.
City equalized in the 55th minute when Manchester hometown winger Micah Hamilton crossed the ball from the left side into the box.
English striker James McAtee headed the ball into the net, setting the stage for Nastis decider.
