Perhaps the grandest of them all and torn down in the 1960s to make way for an office plaza and the then-new Madison Sq. Garden, this webpage does an excellent job retelling the story of the once-great Pennsylvania Station of New York City. It includes some excellent photos, as well as moving articles toward the bottom. Even a tour of where you can still find reminants of the great 1910 station peeking through in the now modernized underground facility. Check it out!
http://www.nyc-architecture.com/GON/GON004.htm