Bombay (Mumbai), India
This over-the-top Victorian Gothic train station (article), now (2017) called "Chhatrapati Shivaji Maharaj Terminus," was designed by Frederick William Stevens. Construction took ten years and was completed in 1887, the year of Queen Victoria's Golden Jubilee. The statue on top of the dome represents "Progress," not Queen Victoria herself.
The station was attacked by terrorists, with loss of life, in 2008 (article).