Zehru of Xollar ♦ By Hal K. Wells

Three Earthlings are whisked on an inter-dimensional journey to the den of the Scientist Zehru. It's never quiet in the subways in New York City, but inasmuch as there can be a quiet moment in that filthy place, Blake and Helen were standing there, on the platform, quietly waiting for their train . . . and then, in a moment, the place went wild. Then the weirdness started -- at first, it was just a pulsing sound, like the deep note of some colossal organ somewhere in the tunnels not too far away. Then, as the sound grew loud enough to make his teeth itch, the subway tunnels erupted in quivering ribbons of blinding green flame. Blake wrapped his arms around Helen, to protect her from the strangely explosive light -- and the flames caught them. And carried them away.
Through the tunnels as though they were made of stardust -- up, up, into the sky. And into the beyond.