In a scene from the 24-minute documentary, Where I'm From, released Tuesday on YouTube, Jay takes the subway on the way to the last of eight performances at the new Barclays Center in Brooklyn.
After he and his entourage fight their way through a crowd of cell phone picture-snapping fans, Jay sits down on the train next to an elderly woman who clearly has no idea who he is.
"Are you famous?" she asks, noticing the crowd's reaction and the security riding the train.
Watch, beginning at 18:45.