On the torchwood institute site set-up by the bbc:
http://www.torchwood.org.uk/
it mentions that 1930s New York had an infestation similar to that of the Weevils in Cardiff, creatures were found living in the sewers and were covered up with rumours of sewer reptiles.

Could it be a reference to the pig slaves in Daleks in Manhattan and Evolution of the Daleks?

Since that was in New York in 1930, and they were living in the sewers and they came into doctor who, the series following Torchood series 1?

There were quite a few theories knocking about over this last year. I personally think there is a connection, hopefully they'll build upon it.

When it was announced that there would be a DW episode set in 1930's New York the general consensus based on the Torchwood report was that it would feature Weevils.

It does now seem that it was the Pig men the report was actually on about, unless of course there is a bunch of Weevils down there who have aquired a taste for bacon.

Were all the pig slaves (apart from Mylo??) killed in the episodes or did some escape to live on in the sewers?

They'd have died eventually, if they did survive.