there is a mile and a half long tunnel deep under Atlanta Ave in Brooklyn, that was found, explored, and then NYC told the explorers, GTFO and don't go back. But there is probably a very very old train down there

The Cobble Hill Tunnel is said to have been sealed with an 1836 wood-fired locomotive inside.

Thirty feet below Atlantic Avenue in Brooklyn, there’s a tomb of stone. Its story is of a steam locomotive suspended in time, a man with a vision, and a city that holds all the keys.

In 1844 the Long Island Rail Road chose to bury a section of the line under Atlantic Avenue in Brooklyn to avoid accidents between the train and local pedestrians. Fifteen years later the Cobble Hill Tunnel was sealed, possibly with a locomotive inside, and its location was lost in history.

The tunnel was half a mile long and massive, with enough room for two train tracks side by side, A 17′ arched stone ceiling, and limestone block walls 22′ apart. An absolute engineering marvel for the age.

In 1980 a Brooklyn man named Bob Diamond heard a comment on a radio show about an unknown tunnel underneath the city. Using old maps, he digs his way from a defunct utility hole 30 feet under Atlantic Avenue.

That locomotive has yet to be found. Diamond’s logical conclusion is that it, along with the tunnel’s lost marble station, existed on the other side of that stone wall at the other end of the tunnel.

The story caught the interest of the National Geographic Channel. They worked together with the city and Diamond to plan an excavation of the wall at the end of the tunnel and film a documentary about the process.

In 2010 the whole thing came to a halt. The city and the executives at National Geographic are rumored to have had disagreements. The city canceled the documentary and sealed the tunnel once again, banning Diamond and everyone else from entering.

https://ramblenewyork.com/2020/12/13/nycs-lost-tunnel-discovered-points-to-location-of-buried-1831-locomotive

http://www.brooklynrail.net/proj_aatunnel.html