A woman was struck by a downtown train in Harlem Wednesday, losing an arm and leg in the horrific hit, the Daily News has learned. Police rushed to the 135th St. subway station around 6:10 p.m., where downtown-bound express No. 3 train at the station had hit a woman on the tracks, sources told The News. The woman lost an arm and leg, and was rushed to Harlem Hospital in critical condition, the sources said. The circumstances of how and why the woman was on the tracks were not clear, cops said. Police are asking anyone with information to contact Crime Stoppers at (800) 577-TIPS. All tips are confidential.