Metro-North 341 Railroad Ave, Peekskill, NY10566 The Peekskill train station is the northern-most station in Westchester County. It's on the Hudson Line and has a lovely…More view of the river. The building dates back to the 19th Century. And although there is no staff at the ticket office there are three ticket machines. See the MTA Metro-North website for a schedule of daily departures.