Get some dirty looks if it's crowded and better keep the chain clean. Somebody gets their clothes dirty from your filthy bike and - well you can imagine.
But yeah, we have a couple cool places on the subway. My fav is the Rockaways. With the planes from JFK flying overhead. Got the ocean, boardwalk and a cool fort. The 16 inch guns are gone but there's pillboxes still and a WW1 fort with rotted old wooden gun carriages and even an acre of broken glass to ride on. There's every surface imaginable. Sand, glass, wood chips, dirt, water, rock, pebble, boardwalk.
That said, I'd rather be riding a ski area.