Football team: he took a keen interest in the radio broadcast in Most Crucial Game. I don't know who the teams were, but if one was a NY team, he might be rooting for them.
The question does bring up an issue I'd never considered. Columbo mentions he can never solve the murders in murder mysteries, so they're not his favorite genre (of course he could have been saying that to throw off the murderer). Does he ever give any clues as to what he enjoys reading? His wife--I think--likes mysteries (again, if he wasn't just throwing off the killer).