Looking for the famous painting of woman at train station
It' by Paul Delvaux, a Belgian surrealist, who painted a lot of trains in train stations generally in very dark paintings (leaving the colours for his -often nude- women). The painting you mention could be "Train du soir".
Oh yeah, that was a great scene in 'Some Like it Hot' with Marilyn Monroe by the steam train. She was a real comedienne. Such innocence and tragedy in her life.