Where are their bag check stations? I think I remember seeing this once or twice during Halloween and such by Times Square, but never in any other instance. Unless this is a new thing in that last year or so.
Usually in larger stations and it is really infrequent. It's usually a bunch of patrol cops with a plastic folding table and they set it up in the station outside the turnstiles. They'll "randomly" select people and check their bags. I've seen them in Queens (Roosevelt/74th) and other random stations.