7. Penn Station
Photo: Phil Caruso/HBO Max
Cassie drags Shane to Alex’s memorial service, without telling him its for the guy she hooked up with in seat 3C. They meet in front of an entrance to Penn Station, on 32nd Street and 8th Avenue which leads into the Amtrak area. From there, they could connect to the Long Island Railroad, NJ Transit or the subway inside the transit hub. We are told in The Flight Attendant his parents live in Westchester, which would mean that they would need to take Metro-North if they went by train and leave from Grand Central, not Penn Station.
All this makes sense from a filming location standpoint, because later we see Cassie taking a train that is a Long Island Railroad train, not a Metro-North train (or Amtrak or NJ Transit).