If you're familiar with Minute Maid Park, the baseball stadium in downtown Houston, it's built on the old Houston Union Station footprint and, as I recall, includes the old headhouse as part of the stadium structure. There is a replica steam locomotive on the outfield wall that moves whenever one of the Astros players hits a home run.

Another baseball stadium with a railroad pedigree is Orioles Park in Baltimore, which is built on the old B&O Camden Yards site, and includes an old B&O warehouse as part of the exterior structure. You can also take the train to the ballpark, as it sits right next to the MARC Camden Station and is also on the Baltimore light rail line.