I wonder what you could usefully do with a Kensington lock on the train. I bought one for use in cafés although I haven't used it most of the time.

You could attach it to something bulkier or something that you could put under the seat, maybe. I don't remember if New York subway seats have an exposed bar underneath that you could lock it to. I'm sure locking it to the vertical poles in the center of the car would be extremely antisocial.