Hi Dutchy,
When you say you were born in the US do you have a US Passport? (as in you are a citizen?) If so you may be in with a chance. Most of the intern recruiting by banks is done by teams that visit the institution that you attend and interview you. Interns are at a premium now with Bear Stearns gone JP Morgan paying people not to show up to their internship. The smaller regional banks are a bit of a no-no at the moment. I would try for the bulge bracket firms - big regional players outside NYC, or try for London (though they are having the same problems).
Recruitment firms usually get paid to find people for a job, with job prospects curtailing in the US then going for a internship could be quite hard...
Good luck,
If you dont ask you will never get a yes
Yours
Enock