Quoted:
My wife has to travel into Manhattan for work Monday afternoon returning Tuesday evening. How safe is it to leave it in the New Haven Metro North train station parking over night? She has a brand new Jeep Wrangler and is concerned about it being broken into, vandalized, or stolen... It's been a long time since I traveled Metro North since moving west of the river.
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Your problem will be finding an open parking lot. Many times the public parking lot next to and around the station are full. Some of the lots are reserved for tag holders and are not open for public parking. Keep in mind that the police headquarters for New Haven is basically across the street and a block or so down from the train station. A section 8 housing project is right across the street from the station.
Car will probably be fine but I wouldn't recommend walking around alone at night down there if you plan on venturing away from the train station itself.
I avoid the New Haven train station primarily because its cheaper to take the train from Milford. The parking is cheaper too. No problem leaving the car overnight there, done it quite a few times. Plus the parking is free on the weekends (at least it was the last time I took the train into NYC from Milford on a Saturday). I haven't used the new West Haven station yet though even though its closer to me. That is another option, and is about a five minute drive down 95 from New Haven.
Obviously it goes without saying to police the inside of the car and remove anything of value from plain site, that means removing GPS's from the dash, cell phone chargers and other items that indicate something of value might be in the car.