NYC's IRT subway, opened in 1904, is powered by a 600 volt DC third rail running alongside the tracks. Power is fed to the system via a number of substations throughout the city, where high voltage AC is converted to the lower voltage DC used by trains.
Until recently, this was done with electromechanical rotary converters (essentially a combination AC motor and DC generator). They have been supplanted by solid state rectifiers, but a few of the original rotary converters remain operational.