Metro New York is served by three commuter railroads.
Long Island Rail Road (LIRR)
(http://www.mta.info/lirr/...) operates between New York Penn Station and Long Island with New York City stops at Jamaica Station, Long Island City, and Hunters Point in Queens as well as Atlantic Terminal station in Brooklyn.
Metro-North Rail Road (Metro North)
(http://www.mta.info/mnr/i...) operates between Grand Central Terminal and points north and east of the city all the way to Connecticut. Trains also stop at the Harlem station on 125th street and Park Avenue in Manhattan. The New Haven line serves cities along the coast with branch lines to Danbury and Waterbury. The Hudson Line serves points along the Hudson River to Poughkeepsie. The Harlem Line serves Westchester, Putnam, and Dutchess Counties to Pawling and Wassaic.
New Jersey Transit
(http://www.njtransit.com) operates between New York Penn Station and points in New Jersey. The Northeast corridor line goes to Princeton and Trenton. Services are also available for points along the Jersey Coast and, with a transfer in Secaucus, to points north of the city in New Jersey and New York State west of the Hudson.