An instruction frequently heard on trains of the Long Island Rail Road, you will hear this when the conductor sells or checks your ticket and you will need to change trains at Jamaica station before reaching your final destination. When the train departs any hub station, the conductor will read the list of stops remaining, and any transfers, over the PA system.
To someone like my father, who rides the LIRR daily, this is basically interpreted as one word. Most frequent commuters ignore all announcements other than "This train is on fire" as they sip their coffee and read their newspaper. Don't make the same mistake I did once: if you notice an awful lot of people changing at Jamaica, ask a conductor. If you don't pay attention, you could end up in the wrong borough.