This video takes you on an underground ride from 14th Street to 42nd Street. Not that exciting, right? Well it was filmed in 1905. As Andrew Sullivan notes, watch to the 5:00 mark where it gets real good.
Kottke proposes it is running on the contemporary 4/5/6 line, and presents "a 1904 map which shows the then-IRT line in question (in red). At 42nd St, the line runs crosstown to Times Square and then up the 1/2/3."