To get into the subway, you need to do the 5 Subway Tokens goal first. Once that's completed, you can enter the subway as much as you like. At the start, go across the street to get on the sidewalk. Go past Joey's Sculpture on your right and turn left to find an escalator for 125th Street Station. Go up and you should find two sets of tracks. Drop down the station and grind one of the tracks. Keep up the grind until you see "Ride the Rails" on your trick list, then jump off and don't bail to complete the goal. This gap is very long, so be sure to have some speed before you attempt this. If you can't keep your balance, increase your rail stat to make it easier.