A glance inside Times Square-42nd Street Subway Station from one of its multiple entrances at the corner of West 40th Street and 7th Avenue. The Times Square-42nd Street subway station in New York City has multiple entrances and is considered a "mega station" due to its size and connections to various subway lines. The Times Square–42nd Street station is a major New York City Subway station complex located under Times Square, at the intersection of 42nd Street, Seventh Avenue, and Broadway, in M