It leaves at various times from Penn Central--I take the 7:15 a.m. train that rocks its way into Niagara Falls late in the afternoon. Costs a little more than the bus but better riding. But if I found myself in NYC would go to Foxwoods, AC or Mohegan Sun (but since I like to play poker and they have closed their card room I don't go there)--busses go out nearly hourly to AC and several busses daily to the Connecticut casinos.