William H. Schenck painted this lovely red-brick structure in 1860; it’s part of the Met’s Edward W.C. Arnold Collection of New York Prints, Maps, and Pictures.
But where exactly was the Third Avenue Railroad Depot? A New York Times art review from 1999 suggests it stood between 65th and 66th Streets, where the massive Manhattan House condo-in-transition has been since 1950. On the other hand, an 1881 Times article mentions a Third Avenue Railroad Depot at 130th Street.

Wherever it stood, the depot was the site of some bizarre accidents, such as this one written up in the Times on October 19, 1871:
“Robert Bannon, thirty-five years of age, died at St. Luke’s Hospital, yesterday, by injuries he received from a roller falling on his head from the roof of the Third Avenue Railroad Depot.”
And then, on February 18, 1881:
“A serious affray occurred yesterday afternoon in the neighborhood of the Third-Avenue Railroad Depot at One Hundred and Thirtieth Street, during which one man was shot and the other was struck on the head by a stone and dangerously, if not fatally, injured.”
Yep, they were drunk at the time.