The Western Railway Headquarters is a grey-and-white Gothic Revival landmark facing Churchgate station and the Oval Maidan. Built in 1899, it belongs to the same colonial railway-and-civic architecture that gives south Mumbai so much of its visual punch.
This is mainly an exterior stop, not a museum. It fits naturally into a walk around Churchgate, the High Court, the university buildings, and Oval Maidan, where the scale of Victorian Bombay is easiest to read.