I know of four different Gardens, the first was built at Madison Ave. & 26th St, opening on May 31, 1879. The second at the same adress, opened in 1890. The third at 50th & 8th, opened in 1925. The fourth of course being the current location, which opened in 1968. But I've never heard of a fifth one, much less one that wasn't in Manhattan.Now I am surprised that Alan doesn't know the first Madison Square Garden wasn't even in Manhattan. I vaguely remember that this one is the 4th. I lived in Manhattan while they built this Arena, without delaying a single passenger train. Later I was crew on a show (1976 Ice Capades) there. The Garden on 50th street IFIRC correctly became the Johny Carson TV theater.What they failed to notice though when building things is that Madison "Square" Garden is really Madison "Round" Garden. I'm not sure how the architects didn't notice the lack of right angles, but somehow they did.The Penn Station you are going to is not the original Penn Station. It was torn down years ago to make room for Madison Square Garden which was on 50th Street.
Now the company that owns Madison Square Garden did build something called the Maidson Square Garden Bowl in Queens back in 1932, but that shouldn't be confused with the 4 MSG arenas mentioned above.