Baku's main railway station, designed in 1882 in a so-called "Caucasian-Moorish" style and substantially rebuilt in 1977 and again in 2009, is a peach-and-cream confection of horseshoe arches and decorative brickwork. The most interesting space is the original ticket hall, with its blue and white tile and high domed ceiling.
This is the departure point for the overnight train to Tbilisi — a slow but enjoyable thirteen-hour journey through the Caucasus foothills — and for trains across to the Absheron peninsula and out to the regional cities of northern Azerbaijan. Worth a look even if you're not catching a train.