After this week's NYC subway tragedy, we could all use a sweeter story related to the city's underground, and here it is: Jay-Z famously took the subway to his final Brooklyn concert in October, and while he was on it, he had a nice chat with a lovely woman who didn't know who he was. The conversation between the rapper and Ellen Grossman was revealed yesterday in a new short documentary about the Brooklyn shows, the Frisky reports. "Are you famous?" Ellen asks, and "Jay" says yes and reveals that he makes music, but tempers things by saying he's "not very famous, you don't know me." Upon finding out that the rapper is headed to his eighth and final show, and has chosen to ride the subway there, Ellen says, "I'm proud of you." When he introduces himself again as Jay-Z, she exclaims, "Oh, you're Jay-Z! I know about Jay-Z."