Most Mondays to Fridays between 4pm and 6pm, subway station for 7 train downtown 5th ave crossing with 42nd. Subway entrance facing Chipolte, next to Bryant Park.
Usually 4 cops and a little table setup with some device they enter tiny paper samples in. NYPD cops. They profile as some people are not stopped.
EDIT: Okay I found the picture for you although this is not station I refer to: