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Amtrak Police officers move through New York's Penn Station November 26, 2008. [Brendan McDermid/REUTERS]

Nicole Nordlich, said, "Everything you do in life is a risk, and I'm sure there's lots of threats we don't hear about all the time, just because we've heard about this doesn't make it any more likely that it's going to happen."

But some riders wary of impending terrorist threats wished they had stayed home.

Janet Robles, said, "A warning, if they let you know ahead of time, I think yeah, that would stop me from going into the system, into MTA because you know, it's a scare, there's always that possibility."

New York has remained on Orange Alert -- the second highest level below red -- since the Sept. 11, attacks. The rest of the United States is on yellow alert one level below orange.

(CCTV November 26, 2008)