Fallout: New Vegas locations project
The train station is situated almost directly next to the REPCONN headquarters.
There are two entrances to the station's interior: one located behind the ticket purchasing area, and the other at the front of the building in the waiting area. Apart from a few hefty stashes of pre-War money in the ticket booth shelves and cash registers and a doctor's bag, there is little to no notable loot within the building itself.
Inside the train station on top of the shelves is a toy car that merely says "Take". However you cannot take it and picking it up causes a message to say "Good! Now press RS (RS3 for PS3) again to let go of the skull." If playing on the PC version, the message will read "press Z to let go".
The train station appears only in Fallout: New Vegas.