This line is of great interest to me. My maternal grandparents lived in Jamestown and my mother used the JW&NW to commute to a job at one of the many hotels that ringed Chautauqua Lake in the early 1940's.
As Pablo notes, the JW&NW, the corporate name the line used during most of its operational life, started out as a steam shortline in 1881. It went through a couple of corporate names (Chautauqua Lake Railroad, Jamestown & Lake Erie and Jamestown, Chautauqua & Lake Erie) before being taken over by the Broadhead brothers in December of 1913 and being renamed "Jamestown, Westfield & Northwestern".
Electric operations began in 1914 and the line would operate as an interurban through Nov. 30th of 1947 when passenger operations ended. The line was sold to the Salzberg family of shortlines in 1941 and would operate for 3+ more years after the end of passenger service as a diesel powered short line until the last run on Jan. 21st of 1950.
For a more detailed history, check out:
For some good photos of JW&NW equipment, try:
http://www.jamestowntrolley.org/trolley ... wcars.html
Regarding the station mentioned by TB Diamond-the JW&NW terminated its passenger runs into Jamestown on West Third Street until dwindling patronage caused the JW&NW to end passenger runs at the Boatlanding (A semi-industrial area where the JW&NW interchanged with the Erie.) owing to the difficulty of traversing the street trackage in "downtown" Jamestown with some of the larger interurban cars. The last run to the Third Street terminal occured on March 31st of 1940.
The "new" Boatlanding station opened in October of 1942. Alas, it would serve passengers for just over 5 years. I checked out the building a couple of years ago while visiting my father in northwest PA, about 12 miles south of Jamestown. The building was still standing and being used by an overhead door company, IIRC.
This past September, my brother and I toured the Fenton Mansion, home of the Fenton Historical Society in Jamestown. There is an interesting display dedicated to the JW&NW as well as the Jamestown Street Railway and Chautauqua Traction Company, worth a visit if you're ever in the area.