If the light goes, some workings might still be worth pushing things to the maximum sensitivity and lowest shutter speed you can get away with, then adjusting in software once you get back home:

If the weather turns foul, there's no need to go home - we like an "atmospheric" shot:

Here, it was atmosphericking it down so hard the rain was bouncing off the containers:

Sometimes a bit of pollution works in your favour, sometimes not:

But in the snow, make the most of whatever trains you do see, even the "everyday" ones: