Before you start your pursuit after Elizabeth you should do one more thing and that is to explore an office located to the right of the ticket hall. Check the desk to uncover Voxophone #20: Take Her Alive - Esther Mailer. Search the rest of the office before leaving.
You'll soon reach a junction and you shouldn't move towards the gondola just yet. There are two side rooms here for you to explore. Start off by descending the stairs found to your left.
The stairs will lead you to the ticket room. Explore the area thoroughly, collecting Infusion #5 before heading back up.
There's a staircase behind the door at the end of the corridor and it leads to lower floors. Explore all containers found along the way and also check a storage space located under the stairs. There is a lot of money here, as well as Voxophone #21: The Golden Path to Heaven - Zachary Hale Comstock.
You may finally focus on finding Elizabeth and she'll be waiting for you in the gondola. Before you start this machine look around to find additional loot. After you've activated the gondola you'll be transported to the next station (in peace).
Make sure to check the upper station, because there's a Vantage Point #14: Telescope in front of the entrance. Once you're ready to end this chapter you must walk past the gate of the station.