In crowded spaces such as city centers or train stations, human mobility looks complex, but is often influenced only by a few causes. We propose to quantitatively study crowded environments by introducing a dataset of 42 million trajectories collected in train stations. Given this dataset, we address the problem of forecasting pedestrians' destinations, a central problem in understanding large-scale crowd mobility. We need to overcome the challenges posed by a limited number of observations (e.g. sparse cameras), and change in pedestrian appearance cues across different cameras. In addition, we often have restrictions in the way pedestrians can move in a scene, encoded as priors over origin and destination (OD) preferences. We propose a new descriptor coined as Social Affinity Maps (SAM) to link broken or unobserved trajectories of individuals in the crowd, while using the OD-prior in our framework. Our experiments show improvement in performance through the use of SAM features and OD prior. To the best of our knowledge, our work is one of the first studies that provides encouraging results towards a better understanding of crowd behavior at the scale of million pedestrians.