John Turturro was on the subway from Brooklyn early Thursday morning heading to the Knicks parade like a million other giddy schlubs when he hit a snag: The subway on the Brooklyn side was, for security reasons, skipping all the way to 14th Street in Manhattan, miles from the parade. So Turturro did what his Knicks would do when faced with an obstacle — he found a way. The actor decided to get off the train and walk across the Brooklyn Bridge, joining an impromptu group of determined fans. Along the way, he made a new friend (of course), a woman named Alma whom he helped get into the tightly controlled parade pen when they arrived. “I know how to walk to the Brooklyn Bridge, so I walked,” he said, Anunoby-esque in his demeanor. Of all the Knicks’ devoted celebrity fans this title run not named Spike Lee — Chalamet, Stiller, Hargitay, Morgan — Turturro may hold the claim on most ardent, and certainly the most longtime.…