The subway below Grand Central Station is about the spookiest place I have ever been.
You must not get out much.
Which one: the shuttle, Lexington Avenue line (4/5/6) or the Flushing line (7)?
The only “spooky” area of Grand Central to me was the lower level, when it used to be closed on weekends. That was decades ago, though. Originally, the long-distance trains dominated the upper level and the local commuter trains left from the lower level.