The problem with Smoke inhalation is that there is no point where you necessarily fully realize you are in danger in your lungs

I had an experience with my wife years ago now in Lake Tahoe which is at around 6000 feet elevation. However, I had had a lot of experience with fires at altitude living in Mt. Shasta where the town is already at 3500 feet elevation and you can drive up to easily 6900 feet at Bunny Flat or further up past Tree line if the road is open and the snow is gone to around 8000 plus feet.

So, I realized because there was a fire in the forest right next to Granlibakken Tahoe and from my experiences with smoke and fires in Mt. Shasta I knew unloading the Motor home into the Swiss Chalet type of Rooms there was not an option. I told my wife this and she didn't listen to me because she had never been in this situation before of unloading up 3 flights of stairs into the room. I said I wouldn't do it and that I would unload tomorrow if the smoke was gone.

So, she did it anyway and got smoke inhalation from the smoke from the fire next to Granlibakken Tahoe where we were staying then. So, she had to spend the night in the hospital in Truckee under hospital supervision and I had to pick her up there in our motor home about 6 to 8 am the next day as a resultl Plus it was expensive for the ambulance to drive her to Truckee which the firemen insisted because of liability.

However, she listens to me now regarding smoke and fires in mountainous areas now which is likely a good thing too because when the air is thin you cannot breathe right anyway until your body adjusts to the 6000 feet altitude of Lake Tahoe in the first place which may take days or weeks depending upon the age and health of the person. 

However, because the people in the subway were in an enclosed place this would be much worse and definitely put people in the hospital. In that situation you put a mask on or you use a scarf or even a napkin to breathe through so you don't get smoke inhalation from larger smoke particles lodged in your lungs from the fire and smoke in an enclosed place like a subway.

Though I have never been on the New York Subway I have been on the subway in Boston, Massachusetts.

We don't have subways much in California because of Earthquakes and the fact that they might collapse in Earthquakes which are common all over California at any time