The below story was submitted by Kevin Wood:
Penn Station wasn't always as nice and modern as it is right now. It used to be a terrible place. That commuters and travelers would dread going through. It was nasty, dirty, and full of homeless people. There is one homeless man in particular that stood out from the others that flooded Penn Station. He would stand there and say "it is coming, it is coming for us". When travelers would ask what is coming for us he would just say "the train to Hell". Travelers wouldn't didn't know how to respond to it, so they would just walk away.
One day, the station manager approached the man and said "sir, you are disturbing other passengers, I'm going to have to ask you to leave". Unhappily the man exited the train station, but before exiting he stated "you have all been warned". Later that night (as always) the station emptied. The passengers would usually arrive about 10 to 15 minutes before their train arrived. As midnight approached the 11:59 pm train arrived, picked up its passengers, then left. The station manager was alone in the station lobby. All the passengers remaining left on their 11:59 pm train and the next set of passengers wouldn't be arriving until about 10 to 15 minutes before the 12:30 am train arrived. Business was running as usual for the station manager until he heard a faint whistle in the distance.
He couldn't see anything on the tracks despite the fact that he could easily see them. The whistle stopped, the station manager was confused but he just went back to work. About 30 seconds later the whistle started again, and this time it was louder. Yet he still couldn't see anything on the tracks. He went outside to the loading platform where passengers would board their train. As the whistle grew louder he began to see a dim light in the distance that seemed to be getting closer by the second. Now very confused he watches as the mysterious train approaches the platform. It didn't seem to slow down at all and it was going faster than a regular train would. And as the train passed the station it didn't look like a normal New Jersey Transit train.
As the train exited the station the station manager, now quite frighten, looks in his record book and it shows that no cargo trains pass through at that time nor at that station. And the next passenger train wasn't due in for another 26 minutes. The next day the tracks are invested thoroughly to find any evidence that a ghost train past through the station at 12:04am.