But this really is an MTA subway station. (Yes, L.A. has a subway.)
It's called the 7th Street/Metro Center Station, and you'll find its street-level
entrance at the northeast corner of 7th
Street & Figueroa, in downtown L.A.
at the base of the 24-story Figueroa Tower.
Here is a Google StreetView of the station's escalator entrance.
Heading down the escalators, the two manage to jump aboard the departing Metro Blue Line train to
Long Beach (which begins underground, but soon rises to become an above-ground, light-rail train.)
They think they have left Vincent behind, but he manages to jump aboard at the last moment.
It's aboard this Blue Line train that the wounded Vincent dies, after failing
to kill Max & Annie, and discovering he has run out of ammunition.
The Blue Line begins as an underground subway, but just four blocks after leaving the
station at 7th & Figueroa, it rises from its tunnel and becomes a ground-level
(and sometimes an elevated) Metro train.
The screencap below, from the movie, shows an aerial view of the moment their train reaches the surface:
On its course, the Blue Line follows Flower Street south (from the 7th Street station),
and it rises to the surface just after passing 11th Street. We are looking down at
that tunnel exit, on the east side of Flower Street, just south of 11th Street.
Aboard the train, Vincent hunts for Max & Annie, as they try to keep ahead of him.
The train pulls into its first stop, and Vincent, expecting them to make a run for it, steps
off the train, gun in hand, planning to shoot them the minute they step from the train.
So they are forced to stay on the train, trapped with the hit-man who is stalking them.
In real life, the first stop on the Blue Line is the Pico Station, on Flower Street in downtown.
But they didn't film there. Instead, although Max & Anna were stuck on the Blue Line,
the filmmakers opted to jump ship, and switched over to the Green Line.,
and abruptly moved about eight miles south of the actual first stop.
The Blue Line ends up 30 miles to the southeast, in Long Beach.
The Green Line ends up 12 miles to the southwest, in Redondo Beach.
This scene was filmed at the Green Line's Harbor Freeway Station, at 11500 S. Figueroa St.,
at the interchange of the Harbor (110) Freeway and the Century (105) Freeway.
The station is situated in the center of a Gordian knot of soaring concrete ramps and overpasses.
Look carefully at the screencap above, and you can spot one of those ramps to the right
(it leads from the eastbound 105 to the northbound 110).
In the screencap above, the camera is looking west.
Here is a Google StreetView of the station.
This stop was foreshadowed by an aerial shot of the same 110/105 interchange,
way back at 0:06:11, when Max is first driving Annie to her job.
Trapped on the train, Max & Annie flee to the very last car, but then run out of room to run.
Max makes a stand, and he & Vincent open fire on each other through the closed doors
between the train cars. Max wildly fires every bullet in his gun. Vincent returns fire,
but when he reaches for his next clip of ammo, but finds he has none.
We also see that Vincent has been badly wounded in the chest. Apparently,
Max got in a lucky shot in the barrage, and one of his bullets found its mark.
In the real world, the Metro Blue Line heads southeast to Long Beach.
1:52:06: But here, they have somehow switched to the Metro Green Line, and the terminal where
they have ultimately disembark is in the South Bay - the last stop on the Green Line's route.
The shot below is looking northwest at the elevated Metro rail.
Here's a matching Google StreetView of the same view (only at ground-level).
They end up a good 10 miles northwest of Long Beach, at the last stop of the Green Line:
the Marine/Redondo Station,
located at 2406 Marine Avenue, in Redondo Beach.
The station is just west of the
San Diego (405) Freeway, near the Redondo/Lawndale border.
A ride on the Green Line won't take you to downtown L.A. Instead, from Redondo, it will first
take you north towards LAX, and then it turns and heads east down the 105 freeway to Norwalk.
But I suppose the director couldn't resist the dramatic visuals offered by the cluster
of electrical towers that were used as a backdrop to the train station in the movie.
(In the screencap above, we are looking north, as the train travels northwest
along its elevated rail. A telephoto lens compresses the image to create
a jumble of telephone poles, electrical towers & transformers.)
Here is a matching Google StreetView of the same cluster of towers.
And although we don't see much of it, the Marine/Redondo Station itself is
memorable, looking like something straight out of "The Jetsons".
Here is a Google StreetView of what that station looks like from a distance: