Philly's 30th Street Station is on the National Register of Historic Places. Construction on the station started in 1927 and was completed in 1933. Only a few stations as grand as 30th Street still remain. If you want to get some sense of what New York's destroyed Penn Station looked like, go to Philadelphia.

I can also recommend Philadelphia if you have any interest in 18th and 19th century history. Not far from Independence Hall where, as you probably remember, the Declaration of Independence and the U.S. Constitution were debated and signed, you will find street after street of brick houses that would have been there when George Washington, Thomas Jefferson, John Adams and the other Founding Fathers were in town.