Here’s a great look into the rise and fall of Pennsylvania Station. The fearless ambition and scope of such a project is fascinating to me, especially since it was completed by a private corporation.
Building a tunnel under the river in those days meant someone could finally link New York City to mainland America. It also meant an extrodinary undertaking of proportions never seen before. This programme covers the building of the railroad along with the station fit to accompany it.
This really could have gone further into the design of the station itself, but it’s still worth a look if you’re into this kind of thing.
UPDATE: For some reason the video is now disabled in my country (the UK). I hope you can still watch it where you are.