The original Penn Station was built in 1910 and was destroyed in 1963 to make room for the new Madison Square Garden.
In Live and Let Die, it is the setting for Bond and Solitaire’s exit from New York via The Silver Phantom.
After Bond is dropped off at the drive-in by his cab, Bond walked quickly through the glass-covered concourse and through gate 14 down to his train.
So Bond walks through the glass-covered concourse:
and finds his gate. Is that the correct 14 there on the right?
Went down the stairs:
Down to the track level.
You can get some good footage of this location in Alfred Hitchcock’s classic Strangers on a Train.