Polygon file made with this polygon tool.

The NJ feeds are clickwrapped. Create an account and get them here.

The SEPTA feeds are also semi-clickwrapped. Get them here. The zip from SEPTA contains two other zipped feeds. You must unzip it or the feed will be unusable.

To extract only the area needed from the Geofabrik US Northeast extract: osmconvert us-northeast-latest.osm.pbf -B=NY_MA_CT_RI_NJ_Phila.polygon -o=extract.osm.pbf

Or to convert on the fly while downloading: wget -q -O - http://download.geofabrik.de/north-america/us-northeast-latest.osm.pbf | osmconvert - -B=NY_MA_CT_RI_NJ_Phila.polygon -o=extract.osm.pbf