It is one of the most AMAZING secrets in NYC.
This sound is actually a work of art - Max Neuhaus's sound instillation on the pedestrian island of 46th street and 7th Avenue, entitled Times Square.
There is no plaque stating that it exists, and many of you have probably walked right passed it without realizing that it's there. There is no visual component either; it is just a droning tone emanating from the ground. You probably thought that it was noise from a large machine nearby or perhaps from the Subway.
And you are not wrong.
Neuhaus studied the sounds of NYC, especially the sounds of the Subway tunnel beneath that part of Times Square. He then created a machine that would amplify the sounds and their resonances so they could be heard above ground. He hid the machine beneath the grating, and left it for New Yorkers and tourists to discover and experience.
Here is a picture of Neuhaus entering his Times Square instillation:
It's confusing, interesting, pleasing and exciting all at once. Again, there is no sign and most people do not know it exists. I URGE you to check it... and then post in the comments what you think!
Also, check out this awesome article that explains Neuhaus's sound instillation in Times Square in more detail.