East NY station isn’t a subway station per-say but it is an underground train station in every regard. It was built for the Long Island Rail Road in 1913 as part of a grade separation campaign (before this the tracks crosses all city streets at grade causing much disruption, traffic, and often deaths.) The East NY station is located at a very interesting multilevel intersection of East New York Ave and Atlantic Ave in the Broadway Junction section of Brooklyn. From top to bottom you have the LIRR Tunnel (where the station is), the LIRR Tunnel for trains to Jamaica, the East NY Ave underpass, ground level East NY Ave, the Atlantic Ave overpass, and finally the BMT Canarsie Line elevated tracks.
The station served riders headed to Manhattan Beach on Coney Island, at the time the swankiest part of the island. But the round about route and improved subway access killed off ridership and the line was finally closed in 1924. There is a second tunnel running parallel to where the station is which is still used ever so often for freight trains running to Bay Ridge.
I explored this station with a guy from Belgium a day before I was to fly out to Germany for a study abroad program and was more cautious that usual… probably because we were in broad daylight. While a few people spotted us the real shock came when we were done and boarding the L train as a cop stopped us to ask what we were doing. I explained we wanted to see the old elevated tracks (“We don’t have anything like this in Europe!” exclaimed my guest) and the cop promptly told us to leave because our cameras were excellent prey for the kids roaming around after school. Gotta give the NYPD some credit there.