I dont have any information on Steel Pier at this time but Atlantic City did receive extensive damage to its boardwalk and sea-side areas from the storm surge.
In the areas around Sandy Hook NJ and Seaside Heights Casino Pier has suffered major damage including a partial collapse. This has left the park on that pier heavily damaged. Many rides have been damaged and/or submerged by sea-water. Some rides are now IN the ocean due to the collapse. See the photo here to get a scene of the damage at Casino Pier.
That ride in the ocean there is the Star Jet roller coaster. It is likely not salvageable. http://www.rcdb.com/1477.htm - Star Jet RCDB Page
All inland parks I have looked into, Dorney Park in Allentown PA, Hershey Park in Hershey PA, Six Flags Great Adventure in Jackson NJ, and Knoebels in Elysburg PA are reporting minor damage. Mainly trees down and other minor damage.
I will update this as time goes on. I have no information on Coney Island but I know that New York has suffered major damage in some areas, specifically the Finical District.
Before Sandy Storm Surge
During Sandy Storm Surge