Penn Station is one of them, owned by the New York Tunnel and Terminal Company. which is Amtrak.
I'm not sure about Greenport's building. I didn't include it. I doubt the MTA would give up ownership, but that's just my opinion. They've done stranger things.
Wow! Wyandanch is also a station I hadn't considered. The Regional Economic Development Council may own the station building, but I'm not certain. Property transfers between State agencies these days are not always recorded in public records, so it might be difficult for me to check it out.
You may well be right about Belmont. I didn't think of that that one, and you may be correct. It was relocated north of Hempstead Turnpike in 1956 so some arrangement was made at that time. It was originally south of the road. Don't know how the new land was deeded or leased. I will look this up. Good catch there.
Belmont still receives freight, by the way. Generally two boxcars of horse feed weekly.
There are definitely four more about which I am certain. I hope someone names them before I forget...