This Train Station is another permanent feature of the Dutchess County Fairgrounds (i.e. it isn’t there just for the balloon festival.
According to the Fairground’s website:
Pleasant Valley Historic Train Station — Relocated and restored, the Historic Pleasant Valley Train station allows the community the opportunity to view and learn about the industrial era; an integral part of the Hudson Valley’s historic story.
Taken with a Sony A77M2 and Tamron A18 AF 18-250mm f3.5-6.3.