Wirelessly posted (BlackBerry8530/5.0.0.601 Profile/MIDP-2.1 Configuration/CLDC-1.1 VendorID/417)
Greyhound's "New York" location is the Port Authority Bus Terminal. Greyhound's "New York Penn STA" location is a street location near Penn Station.
I believe that the Amtrak Baggage Service office at Penn Station is open every day from about 5:30 AM until about 9:30 PM. If you visit amtrak.com and click on station information for New York, you might find exact times listed there.