How do you get from the New York Theatre District to Yankee Stadium?

You can get on the subway at the Times Square Station (at 42nd Street and 7th Avenue), and take the S shuttle train (color grey) east across 42nd Street, from Times Square (West 42nd) to Grand Central Station (East 42nd).

At Grand Central, get the Uptown 4 train (of the 4-5-6, the dark green line), and take the Uptown 4from 42nd Street-Grand Central Station to 161st Street-Yankee Stadium.

Or, if you're a little further uptown and you don't want to walk to 42nd Street, you can take the Uptown N-R-Q-W (the yellow line) from 49th Street (at 7th Avenue) to 59th Street. Transfer at 59th Street to the Uptown 4.