Digging through some old files I came across this piece of video. It shows a raccoon getting its dinner on an El platform while passengers and trains come and go. The critter doesn't seem to care.
The video is pretty poor quality because it was shot in 2003 with a Sony Clie UX-50 -- a kind of souped-up Palm Pilot. It was state of the art at the time, but the art has changed a lot since then.