Grand Central Market is one flight up from the terminal level at Grand Central Station at 89 W. 42d St. in New York City. It can be accessed from the Grand Hyatt that shares the building, and there is also an entrance from the street on Lexington Ave.
Spices, teas, meats, cheeses, olive oils, balsamics, bread, desserts, candies, pastries, flowers, this & that, things & stuff, you name it. It's all there. Scroll through the photos.
The Metro North trains also leave from GCT, see the schedules here.
Special sales and promotions at the terminal are listed here.