Hua hin railway station in the center of town is well worth a visit the building is reminiscent of the 1920's and has a fascinating history which is well documented. You can go inside without a ticket and take photo's, notice the low level platform and narrow gauge lines. Trains leave Bangkok for the south on this line stopping at Hua hin after some 4 hours.
The local train crossings are interesting, many are manually operated while others have no gate or warning of oncoming trains.
While we were there a royal carriage was waiting, you can also see the original steam locomotive that was imported from the UK.
Thailand's rail network
Hua hin history