If you are staying in NYC take the J, M or Z train to Marcy avenue... exit the train and cross to the opposite side...( have to pay fare again)... wait on the platform at the point the train is heading towards so you can take the front car and then shoot through the front car window.
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A fun thing to do is see the view front the front car of a train when it is on one of the elevated outside portions. Follow the above directions and shoot through the window. I use a Ricoh GR but any point and shoot or phone should work also. Do not be alarmed the window is dirty. Catch some interesting shots as the train moves along the track. No special settings are needed but you can decrease shutter speed to add some blur/movement. My ISO was 100 and there were no problems; f/4.0 and 1/640 but this is flexible.