The original Chatuchak Park is one of Bangkok's oldest public parks, although it only opened in 1980. Like the two adjoining parks that came later, the land was donated by the State Railway, and there's a small rail museum near the north end of the park.
A sculpture, donated by the Philippines, in a small pond in Chatuchak Park
The museum, or “Prestigious Train Shed” as it seems to be properly called, houses several engines and cars of historic importance. Unfortunately, the museum doesn't seem to have regular hours, so you may only be able to see the old trains by peeking through the dirty windows.
The park has a couple of large ponds and several dramatic sculptures which were created by artists from around Southeast Asia.