The “F” train has been called the “Forever” train because of (alleged) long waiting times. The nickname dates from at least 2006, but hasn’t appeared often in print.
   
   
Wikipedia: F (New York City Subway service)
The F Sixth Avenue Local is a rapid transit service of the New York City Subway. It is colored orange on route signs, station signs, and the official subway map, since it runs on the IND Sixth Avenue Line through Manhattan.
 
The F service operates at all times, from 179th Street in Jamaica, Queens to Stillwell Avenue in Coney Island, Brooklyn, via Queens Boulevard, Sixth Avenue, and the IND Culver Line making all local stops except for an express section in Queens between Forest Hills–71st Avenue and 21st Street–Queensbridge.
 
There is community support for resuming express service along the Culver Line in Brooklyn, where existing express tracks have been unused since the 1980s. The MTA has announced that the elevated Culver Viaduct will undergo extensive renovations from 2009–2012, after which “There will be no impediment to implementing the F express.”
 
The F fleet consists of R46s and several R32s.
 
Obscure ramblings
11th-Aug-2006 10:28 am
Many of you out there may not have visited New York, or if you have done so, you may not have become intimately familiar with the New York City subway (a system for which sexual intimacy will clearly give you many, many foul diseases). One of the things that we are all quite used to is the nomenclature of the subway lines. We don’t use names for the lines, or even rely on pretty colors. We use numbers and letters. A through Z, 1-9, those are our subway lines.
 
Undoubtedly, this is a bit boring. I admire the flair of London Transport for having named a subway line “Bakerloo” (from Baker Street to Waterloo Station). It’s silly, but descriptive. Instead, in New York, we adopted the current almost mathematical system a few decades ago. There was an older convention in naming, which is forgotten by all but the most elderly and bitter subway workers. This is why you will sometimes hear useless non-instructive announcements like “Transfer here for the IRT trains.”
 
The what you say?
 
Anyway, it can be rather dull to use just the letter for your train (I always seem to live on “letter” lines as opposed to “number” lines). Therefore, city dwellers have adopted names for the lines based on their letter designation, and their performance characteristics.
 
For example:
N – “The Never Train”
R – “The Rarely Train”
F – “The Forever Train”
G – “The Gross Train”
 
Those are all lines I have lived on. For the last year I have been living on the L train. The L train has a singularly apt designation:
L – “The HELL Train”
 
New York (NY) Sun
Leaning Over Tracks Could Become a Thing of the Past
By ANNIE KARNI
Special to the Sun
January 15, 2007
(...)
That date is for the numbered lines; except for on the L, there is no plan to extend the notification signs to the lettered subway lines, whose nicknames — “Forever” for “F,” “Never” for “N” and “Rarely” for “R” — indicate that such signs might just encourage riders to surface and walk or take a taxi.