Check out the beautiful old abandoned City Hall station in lower Manahttan. Trains still run through it and you can see it (though it will likely be quite dark). Stay on the 6 train downtown after Brooklyn Bridge/City Hall (first/last stop). The train uses the old station to turn around and go uptown. Alternatively, the MTA occasionally offers tours of the station.
Photos by John-Paul Palescandolo & Eric Kazmirek.