Is Grand Central Station connected to Penn Station by a subway or shuttle?
They are both on the New York Subway system, but you'll have to
transfer. The best way to get from Grand Central Station to Penn
Station is to take the "S" train to Times Square and then take the
"1", "2", or "3" trains heading Downtown. The 34th Street stop is
by Penn Station. The subway map calls the A, C, E 34th Street stop
the Penn Station stop, but the 1, 2, 3 34th Street stop is just as
close; walking from the "S" train to the A, C, or E would take
awhile since there is a lengthy walk from the S stop on 7th Avenue
to the A, C, E stop on 8th Avenue. It's not worth that.