There is a Senior (62+) fare for Amtrak trains (our national passenger railroad - such as it is). I'm not sure what the percentage-off is; but the fact there is a discount is listed on the website. There are also Senior fares on the Metro North trains that arrive in Grand Central. My experience has been that it is up to 40%.

As to Amtrak, I have it in my User Profile, so I get it when I make a reservation and pay with a CC. On Metro North trains (to CT, Westchester and point North), I ask for it at the ticket window or use the 'Senior' button on the ticket vending machines.

I seldom ride the LIRR or NJ Transit into Penn Station, so I am not sure about them (Punki posted something above). But my rule is to at least ask every time I hand over money at a window or desk for something intangible like transportation or attendance. I do this all over the world.

As an aside, although it is not advertised, Gristedes Supermarkets in NYC give a 10% discount on Tuesdays. But, you usually must ask for it.