Here again, my advanced age (64) is an advantage. I attended Notre Dame University from 1958-1962, the beginning of the end for passenger service on NYC. My roomie and I travelled virtually always between GCT and South Bend either on No. 6 and Nos. 25/26. He and I also were both Hitchcock fans from pre-"Psycho" days, and he additionally was a camera nut from day one.
Well, guys, he just happened to be entering GCT in the summer of 1959 from a NYNH&H run from CosCob, CT, and what did he find in the main grand concourse? Why, Hitchcock, Cary Grant and crew on location filming the famous ticket window and other scenes. He stood rooted to the spot, and actually watched and heard Hitchcock giving direction. I heard about it blow-by-blow in our dorm the following Fall. It was real!
I can't vouch for the in-Pullman and in-diner scenes, because authentic as they appear, even to the interior colors, in fact Hecht/MacArtrhur's original "20th Century" played on Broadway in a mockup of the heavyweight obs Elkhart Valley whose identical likeness to the real car is scary. Just look it up in Beebe's original "20th Century Limited" (1962). However, the passing Hudson River outside the dining car window is real, the unmistakably NYC DC substation transmission cables and all, though it might have been previously filmed and was used in "NbyNW" as a rear-projection, which Hitch was well known for using.
And finally, for you Hitchcock fans, remember "Vertigo", which just preceded "NbyNW"? Of course, the two famous climactic scenes take place atop the church steeple in the California mission, from which Kim Novak actually does fall backwards to her "death" at the end. My camera nut roomie, after graduation, actually made a Hitchcock "pilgrimage" including a special trip to the mission where the footage was, in this case as well, actually shot on location. And there was the famus church, right on the property. But guess what? NO TOWER!! The tower scenes were shot with mockups and multiple cameras!
The end of "North by Northwest", with the famous phallic closing tunnel scene immediately faded into when Cary Grant pulls Eva Marie Saint into his berth is clearly fake: those are SP Black Widows plowing into the bore. For a good read on Hitch's kinkier bents, read "Hitchcock; the Dark Side of Genius".
Those were fun days!