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At the local subway, the announcer says at the last station to the other people:

"Please do not enter the safety zone nor attempt to board the train."

I wonder, is "nor" necessary, optional or incorrect in this context? Could it be replaced with simple "or", or does it change the meaning?

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The word "nor" in this context is preferred. The clause "attempt to board the train" is positive. Preceding it by or does not in itself reverse that positive. However, in context of the full sentence, native speakers would know it is meant as negative.

A purpose the nor provides is to act as a reminder that the following clause is to be interpreted in the negative. In other words, "Don't attempt to board the train."

Ideally he might have said:

Please, neither enter the safety zone nor attempt to board the train.

That said, I see no problem with it as stated.

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