Most train horns are based on musical chords. Common passenger trains found in the U.S. are usually based on major 6th chords, which are not as threatening as most freight trains, which are based on more dissonant, frightening , such as diminished 7th chords.
There is an abandoned subway station under City Hall in New York that no train stops at but you can see it in passing if you take the number 6 train.
