This is just about possible in NYC if you 1) work in a high-rise by a station 2) commute during peak times with frequent trains 3) live in a high-rise by a station.
For example: Downtown Brooklyn or Exchange Place high-rise <=> WTC.
The other option would be to live within walking distance. A <20 minute walking distance to a downtown or midtown office is reasonable.
It is doable for many young professionals who work office jobs out of college, do not have dependents, and live with a roommate for a few years while getting established in their careers, finding a spouse, and then moving out to the suburbs.