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The subway lines that do not stop at Times Square are represented by the Gray L line. The L line runs in a different part of the city, primarily connecting the boroughs of Brooklyn and Manhattan but is located much further east compared to the other lines that service Times Square. Consequently, it does not provide service to this major transit hub, which is primarily serviced by the Red, Green, Blue, and Purple lines represented in the other answer choices.

The Red lines include the 1, 2, and 3 lines, which make regular stops at Times Square. The Green lines, consisting of the 4, 5, and 6, also serve this area, along with the Blue lines A, C, and E, and the Purple 7 line. All of these lines have designated stops at various stations in the Times Square area, contributing to its status as a major transportation nexus in New York City.

In contrast, the L line's route bypasses the Times Square area entirely, highlighting why it is the correct answer for the lines that do not stop there.