It's actually faster to walk one block to 33rd and 6th Ave and take an Uptown R/N/W/Q train to 57th St, which leaves you less than a block away from the theater, but if you're unfamiliar with the neighborhood, it should be easier to find the Uptown 1 train from inside Penn Station.
Take the line 1 to 50st Broadway and then walk 8 mn
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