Eric Alexander helped set up both goals, contributing on Henry's tally in the 57th and lofting a cross 10 minutes later for Sam to head inside the right post.
Sebastien Le Toux converted an 80th-minute penalty kick after Ibrahim Sekagya was ejected for an intentional handball in the penalty area, and New York finished the final 12 minutes with 10 men.
It was only the second time this season the Red Bulls had scored more than one goal in a game and the third straight match in which Philadelphia had allowed two goals.
