Here's a good way for the conductor to freak people out on the subway:
Come into the subway car, gesture to a bag no one had really noticed, and say, "We realize there's an unattended bag in this car. Don't worry. We know about it, and we'll be stopping at Jay Street to investigate and figure out what it is."
That caused my roommate and I to switch cars at the next stop. And then, at Jay Street, as the conductor announced, "We'll be stopped in this station pending an investigation. We should be moving shortly," we got out and walked to another stop, since we figured it might be a while.
Obviously I'm sure it was nothing. Makes the subway ride more interesting though.