Great idea for a thread, I was considering starting one on the topic to pass along some of my pictures.
When taking the picture, the biggest thing to avoid is reflections off the windows. This is easiest in a room, where you can keep the lights off. In coach, it'll just be something that you have to deal with.
I haven't seen much of a difference using a polarizer, and in some cases (I haven't tried this on a train) the glass can have polarized tint that can seriously degrade your image if you try to shoot with a polarizer. Try looking at a LCD while wearing some polarized sunglasses - as you rotate your head, you can see the impact. If the polarization is at right angles, you can actually block all of the light.
The biggest thing is to keep a high shutter speed so that you can prevent motion blur. After that, most of the magic is in post processing.
Here's a shot that I took in Wolf Point, Montana on the Empire Builder straight out of the camera:
You can see the obvious tint on the window, along with a reflection to the right of the flags in the sky.
After adjusting some levels (I use Aperture and 95% of the time just hitting "Auto Levels" clears everything up), and retouching the sky to get rid of the reflection, you get this:
You can see that the sky looks blue, not a dirty hazy color. The falloff in light at the right edge of the frame comes from the tint on the window and shooting at an angle - if you shoot at a right angle to the glass you won't get that.
In brief:
1. Clean Windows if you can.
2. High shutter speed to reduce motion blur.
3. Shoot at a right angle to the glass.
4. Try and avoid reflections - keep the lights off in your room and Dave's suggestion of getting the lens close to the glass also helps.
5. Fix what you can in post processing, you can really make a picture pop and get rid of the haze/color issues from the tint.
Edit:
Here's another picture that I took - I combined the Master and Final Version in Photoshop so that you could see the difference that setting the levels right in post processing makes. Getting the blacks to be black and not "dark gray" makes a huge difference.