The Subway Train is Russian!
This will only make sense to people from Russia. Did you notice that the subway train they used in the beginning of the movie is actually Russian?! Here are some screen shots:
http://raphaelpungin.com/files/Thick-As-Thieves-Train-1.jpg
http://raphaelpungin.com/files/Thick-As-Thieves-Train-2.jpg
http://raphaelpungin.com/files/Thick-As-Thieves-Train-3.jpg
This movie has a lot of Russian context, but I don't understand why they would use a Russian subway train in a scene at Grand Central station in New York City. There were no scenes in the movie that took place in Russia, so I don't even know how they got that train!