Pennsylvania Station is the main intercity railroad station in New York City and the busiest transportation facility in the Western Hemisphere, serving more than 600,000 passengers per weekday as of 2019. The station is located beneath Madison Square Garden in the block bounded by Seventh and Eighth Avenues and 31st and 33rd Streets and in the James A. …Pennsylvania Station is the main intercity railroad station in New York City and the busiest transportation facility in the Western Hemisphere, serving more than 600,000 passengers per weekday as of 2019. The station is located beneath Madison Square Garden in the block bounded by Seventh and Eighth Avenues and 31st and 33rd Streets and in the James A. Farley Building, with additional exits to nearby streets, in Midtown Manhattan. It is close to several popular Manhattan locations, including Herald Square, the Empire State Building, Koreatown, and Macy's Herald Square.