Didn't Black Swan steal shots in a train station? I may be wrong, haven't actually seen it but I think I remember reading that.
Years ago I was directing a photoshoot near the metro station here and we were hassled a bit by security. Not for permits or anything but for "homeland security" haha. They said no pictures of the trains or wheels, I guess to prevent terrorists from scouting? We were real nice about it and in turn they were nice and let us continue as long as we angled away from the trains.
If you end up not bring able to secure a station for your scene for the price you want, could it be tweaked to be outside the station with signs clearly letting people know where they are? Or does it have to be a train, could it be at a bus stop instead?
Just thinking out loud. When doing anything for next to nothing, the rule is to be flexible.
When you find a solution, let us know how and where and how much!