There is a new kosher stand, Jacob's Glatt Kosher Hotdogs, in Penn Station. It is on the LIRR ticketing level, diagonally opposite the sign for the Central Corridor. It is marked by a small sign over the entrance, but you then have to walk in past two other food stands to actually get to it. There are various kinds of hotdogs, knishes and some other foods including drinks and desserts. It is currently under the OU, and for various reasons (not kashrut problems) will be switching to Rabbi Mehlman's hashgacha soon.
It is currently open 11 AM to 11 PM Mon-Fri,
and 11 AM to 6 PM Sunday; the owner hopes to
expand to "24/6" if business warrants it.