Sheridan El Lounge - directly adjacent - and fairly dystopian.
The Original Penny's noodle shop (on Sheffield) - not very dystopian but really has (had) that urban/foreign feel.
There are a few shops and a police station in the Harlem station on the Green line.
The other end of the Carol st ROW (the light at the end of the tunnel here) opens up under the Merchandise Mart station.