depends on what you want.if you want to get shots of trains comming from a distance,get a telephoto lens. the most used is the 75-300mm
if you want a shot of a train at the station,scenery,underground,interior then get a wide angle lens.these range from 16-70mm.the commonly used one is the 18-55mm. also be caurful on which ones you buy,some brands can cheaply make them casuing blur spots,or "blackouts" at the edges.
i recommend getting,nikon lenses,as it was made for your kind of camera,and be caurful on what you buy,some lenses can be made to fit certain sensers,like the D700,it has a full frame sensor,so its end of the lens might bigger then a begginer DSLR lens.hope this helps!