Grand Central Depot, New York City

The largest enclosed space in the country when it was built, New York's Grand Central Depot opened in 1871 and was built on the site of a railway fueling yard. Though it was located well north of downtown it soon became the hub of the city. 
The station soon proved to be too small and was torn down and replaced by the Grand Central Terminal 30 years later over a 10 year span, finally being completed in 1913.