white noise does not work on trains....try the device mentioned above in airplanes..record the noise of the train going past, loop it using a sample editor, burn it to cd and play it back at the same volume of the train when it goes past.[ spot the obvious gaping plot hole]
The two waveforms being identical [ish] will, by the laws of nature and sound waves, cancel each other out, therby producing near silence at that specific frequency/s....it works on planes because the cabin and cockpit generate a steady and consistent volume and frequency of sound due to air pressure devices/ air con etc, therefore white noise which is very similar in frequecy , played back thru speakers will cancel the sound to a signficant degree.....in aircraft, the sound emitted by the cabin is recorded and replyed back out in headphones every 12seconds so the pitch and volume are digitally accurate and in real time..so it is much easier to replicate the waveform you want to cancel out.

I tried recording my wife at full argument pitch and played a looped sample back and it only made things worse, so you have to bear this in mind when applying the technique to non airborne situations....