What happens is they deny you access to the subway. From an NYT article about court decision in 2006, at https://www.nytimes.com/2006/08/12/nyregion/12search.h

What happens is they deny you access to the subway. From an NYT article about court decision in 2006, at https://www.nytimes.com/2006/08/12/nyregion/12search.html https://www.nytimes.com/2006/08/12/nyregion/12search.html > Passengers can refuse to open their bags and walk away, but they cannot go through the turnstile to the trains with bags they did not allow the police to search.