Note: this guide only applies to TTW v2.2a and earlier.
click here for an updated guide for v2.4
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Ok, I had to look around when I first got TTW where on earth was the Train Station to go to NV. So since I can predict that the closer to a Beta version TTW will be, the more people will start using it, so for new people here is a quick guide with some pics to help finding the Train Station to New Vegas.
First thing to know is that the Train Station is located near the Dukov's Place, if you don't know where that is then I will tell you, it is near the Anchorage War Memorial, if you still don't know where on hell that is, then just go and talk to Moira Brown in the shop "Craterside Supply" in the Town of Megaton and accept to help her with a book, after a few quests you will be pointed to close or even to the exact place of the Anchorage War Memorial and from there you can use the pictures for help.
Ok time for the Pictures!
[collapsed title=Visual Guide to reach the DC Train Station]
Pic 1:
Pic 2:
Pic 3:
Pic 4:
Pic 5:
And here are some pictures of the Pipboy world map position for all this places:
[/collapsed]
Real Testimony from John Madeup:
"Thank you for this awesome and amazing guide! Thanks to it I was able to find the train station without any problems. But after I arrived to New Vegas I realized that I had no idea where the train station to go back to the Capital Wasteland was. I beg you oh great screenshot master that puts arrows and letters on them, I know I am not worthy of asking anything to such a high power as yourself but please can you make a guide on how to find the New Vegas train station?"
Since I love grovelling and John Madeup was such a good boot-licking and painted my house free of charge here it is...
...The guide with pictures to find the New Vegas train station to go back to the Capital Wasteland.
The first thing to know is that the train station is in Freeside, if you don't know where that is then I will inform you that is right next to the Strip, if you still don't know where that is than just play the FNV main quest and you will reach there sooner or later.
And now for the pictures:
[collapsed title=Visual Guide to reach New Vegas Train Station] Pic 1NV:
Pic 2NV:
Pic 3NV:
Pic 4NV:
Pic 5NV:
Pic 6NV:
Pic 7NV:
And here are some Pipboy World map locations nearby:
One note: If you go into the train and can't find the switch to make the train work and take you to the Capital Wasteland, then you are probably on the wrong train, there are two in this train station. Thanks to Krux for pointing this out.[/collapsed]
Hope this helps, if you still can't find it then please post here and I will try and help (and I am pretty sure that everyone else around here will do the same).
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) and it's public so more users will be able to find bugs. My involvement with TTW is pretty much tiny or even none 
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let me check on the 1.3a version to see if it's still there