Part of the movie was shot during the middle of a real hurricane - the wind seen during the fistfight is not artificial. It was filmed on Long Island during Hurricane Donna (September 10-12, 1960), the only hurricane of the 20th Century to strike the entire East Coast from south Florida to Maine.
At the beginning, which shows a train coming out of a tunnel, this is what would have been seen in a train LEAVING New York. The train, with it's magnificent GG1 electric locomotive, emerges from the tunnel and is seen in Newark's Penn Station. Trains do not burst into the light, an important metaphor in the film, entering New York City but arrive at dark, underground platforms. However the now demolished sky lighted departure hall of New York's Penn Station is seen. Trains between Cleveland and New York generally traveled over the New York Central line and arrived at Grand Central Terminal.