A black BMW traveling southbound on Henry Hudson Parkway in the vicinity of 183rd Street lost control, struck a concrete wall, went over the barrier and landed on Amtrak train tracks below around 3 a.m.
The car burst into flames.
Police say the driver of the car, 39-year-old Edgar Valette, was ejected from the car and pronounced dead at the scene.
An unidentified woman was discovered inside the car and also pronounced dead.
Authorities say a third person, an unidentified man, was discovered underneath the vehicle and also pronounced dead.
Two southbound lanes of the parkway were closed as police investigated.
Amtrak issued a service advisory saying delays between New York Penn Station and Albany were possible due to the police activity.
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