Via Triborugh, the New York Public Library has this cool map showing the Brooklyn Bridge Station and City Hall loop. The station was first opened at the start of the Interborough Rapid Transit Line on October 27, 1904, but it closed in 1945 - there were big gaps between the platform and doors of newer and longer trains. Since the station wasn't used very much, the MTA decided that the Brooklyn Bridge station was enough.
There were some plans to reopen the loop as part of the New York Transit Museum, but those were abandoned due to the Giuliani administration's fears of terrorist attacks (like how City Hall is now closed to the public). The downtown 6 train that terminates at Brooklyn Bridge station still uses the loop to work its way to the uptown side (you're supposed to get off the train at Brooklyn Bridge, but we know some have stayed on to see City Hall station). The Transit Museum offers tours of the station occasionally to members, so that's one very good reason to join.
You can order digital prints of the plan from the NYPL, starting at $30 for a 10" digital print (a 30" digital print runs $125). And here's more information about the City Hall loop from Abandoned Stations, NYC Subway, and Forgotten NY.