Are you in the unfortunate position of having purchased or rented a home near a railway line? If so, take comfort in the fact that hope is not lost. There are a few things you can do to soundproof your living area and reduce the amount of noise that permeates your living space.
For starters, try hanging a few heavy drapes over your windows and patio doors. They’re not 100% effective but will significantly reduce the amount of noise you hear by absorbing some of the sound as it passes through. Another option, if your own your space, is to replace your windows and doors with new styles that feature soundproof glass.
The only other option, which is completely unfeasible in most cases, is to move. It’s up to you to decide what works best for you.