Amtrak has just announced a 3 day sale for travel between New York and Philadelphia/Wilmington between April 9- May 2. The fares are $26 and $30, respectively.
I did a quick check and availability is wide open, but it's drying up quickly. Compare to flights and buses, Amtrak is the quickest and most reliable way to travel in the tri-state area. Amtrak fares go up steadily closer to departure and the typical advanced purchase fare for NYC-PHL is around $36 so I don't think it will get any cheaper than this. If you have Amtrak points, it's also a cheap way to extend the expiration date for another 36 months.
Amtrak's Throwaway Ticket
Even though the sale is supposedly for departing and arriving to one of the 3 cities, you can take advantage of the sale to travel to stations in between the departure and destination city. For example, the train 190 Northeast Regional goes to both Newark Airport Station and NY Penn Station. PHL-EWR costs $40 while PHL-NYC costs $26:
PHL-NYP via EWR
This is also cheap way to position for a mileage run/cheap fare. Just make sure that the train numbers are the same since each train has different stops.