Back in April, 2006, movie photographers were in helicopters above the Highline of the DSNGRR, shooting footage for a special consist of a half-dozen cars, with steamer. The footage was for a movie opening this weekend (Oct 20, 2006).
Touchstone Pictures releases "Prestige", directed by Christopher Nolan, starring Hugh Jackson and Christopher Bale, with Davie Bowie as Nicola Tesla and Michael Caine as Cutter.
As far as I know, none of the actors were in town for the filming. Hence, I assume the scenes are just backdrop.
However, the movie is about two English magicians (in the 1890s or so) who become locked in a deadly contest as to who is best. Perhaps in the movie one of them makes the train disappear (in the manner of David Cooperfield's disappearing airplanes). If so, they will have achieved what the DRGWRR unsuccessfully tried to do for many, many years.
(I have not seen the movie and maybe the material is not even used in the final cut, but I could not resist the "disappearing" joke.)