FRICK MUSEUM SUB-BASEMENT BOWLING ALLEY
The back side of the Frick Museum is directly across the street from Epstein's house at 9 E. 71st St. In fact, their doors almost mirror each other.
These pictures of the bowling alley in the sub-basement show a lot of doors - even the paneling on the pillars could be possible doors.
It's #2 on the list of best underground places to visit in nyc
https://www.thetravel.com/20-secret-underground-places-to-visit-in-new-york-city/