Police said a man wearing a hat and sunglasses robbed nearby People's United Bank at about 5 p.m., firing at least one shot.
Authorities said he spoke to the teller in Spanish.
He fled down Steamboat Road in the direction of the train station. Police said they thought he may have boarded a train to New York City.
They held one train in each direction at the Greenwich Station on Railroad Avenue and held a stopped a third train at the Fordham station. Transit police searched all four Greenwich station tracks, authorities said.
The searches turned up negative and service was restored around 5:45 p.m., according to police.
Passengers on a train into Greenwich said their train was stopped and police entered with guns drawn. A witness told NBC Connecticut that passengers were told to duck down.
No injuries were reported.
New Haven Line trains are experiencing delays of up to 60 minutes.
