Albany Train Station Amtrak is a major transportation hub serving the capital city of New York and the surrounding Capital Region. Officially known as the Albany–Rensselaer Rail Station, this modern and well-equipped facility plays a vital role in connecting Albany with major cities such as New York City, Boston, Chicago, Montreal, and Niagara Falls. Located just across the Hudson River in Rensselaer, the Albany Train Station Amtrak terminal is the busiest rail station in upstate New York, welcoming thousands of passengers each day for both business and leisure travel.