The terminal serves commuters traveling on the Metro-North Railroad to Westchester County , New York , Putnam County , New York , and Dutchess County , New York in New York State , and Fairfield County , Connecticut and New Haven County , Connecticut in the state of Connecticut . The terminal serves commuters traveling on the Metro-North Railroad to Westchester , Putnam , and Dutchess counties in New York State , and Fairfield and New Haven counties in Connecticut .