From The house of mirth by Edith Wharton When people crowd their rooms so that you can't get near any one you want to speak to, I'd as soon sup in the elevated at the rush hour.
what does "in the elevated" mean?
In your passage, the elevated being referred to is the old elevated subway in New York City, the setting for The House of Mirth.
(source: tenement.org)
The reference by the speaker is to the crowdedness of the subway at rush hour, when everyone is rushing to and from work and the trains can get packed.
Many major cities had elevated trains, Chicago's is simply called the "L"