The most eastern stop on the Long Island Rail Road is the Montauk branch. First built in 1895, train service has been going to Montauk for 115 years. The stationhouse, which dates to the 1920s, was converted to the Depot Gallery in recent years, run by the Montauk Artists' Association. Instead, those riding the train can wait on a high-level platform. Riders can pay cash aboard the west-bound train.