This sighting is considered a touchy subject to some given the subject matter. It is unknown if the image is photo shopped or faked in some way. The shapes in the picture could just be a bird that appears larger or even just pieces of debris.
Steve Moran, a resident of New York said, "I live in New York and when I heard the twin towers were attacked, I immediately rushed to the scene to take photographs. First of all, I t[ook] pictures of medical workers who are providing assistance. Then I took pictures around the site towards the south on Greenwich street. When I got home, I realized there was an object that caught my camera".Steve went on. "Looks like an angel was hovering above the ruins of the World Trade Center fractions. Maybe it's not a pigeon or a stork because of their large size. Moreover, we do not have the pelicans or bird carcasses in New York". Steve is said to have taken the images with a digital camera Kodak DC 4800, and he believes the creature is an "angel helper" or "angel of death".
Another way that the Mothman legend is associated with this day of tragedy is that David Grabias planned to interview Investigator John Keel in Point Pleasant for his 2001 documentary on Mothman. They were to fly Keel from his Manhattan home to West Virginia to the do the taping but Keel's flight was cancelled. The date that he was supposed to fly to Mothman country was September 11th 2001. 
References:  "Mothman and other curious encounters" by Loren Coleman