Was ANY of this filmed in New York?

Apart from a few establishment shots, it looks like the majority of the film was shot in Chicago, even the scenes supposedly taking place in New York. If you pause just after Gerard and Newman commandeer the Cadillac, you see a shot of the street, but the traffic signals and street lights are definitely Chicago and not New York.

I knew the cemetery scene was shot in Chicago and substituted for New York because I had actually been there (Rosehill Cemetery on the north side) but I wonder where they shot the scene for the train right after that. It was not a commuter train and it definitely wasn't the L disguised as an MTA subway car.

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"Get in there, you big furry oaf! I don't care what you smell!"---Han Solo, Star Wars