This is probably Amtrak train 257 to Albany-Rensselaer, which would depart Penn Station at 3:45 pm. In 1991, Amtrak's Empire Corridor trains vacated New York's Grand Central Terminal in favor of Penn Station. This was made possible by the construction of the West Side Connection, along Manhattan's west side. The connection allows originating trains to be serviced in Sunnyside Yard (in Queens), run through the East River tubes into Penn Station, make a right turn shortly after leaving Penn, then continue up the Hudson to Albany and points north and west. Power for these trains is Amtrak's dual-mode Genesis P32AC-DM locomotives, like number 711, pictured here. Its diesel engine is turned off and is operating electrically, via third rail for the trip through the tunnel (the second unit, a straight diesel, would remain offline until after the train was well out of Penn Station).
