And to keep this as on topic as possible. Fact: at the height of the so-called railway mania of the 1830s and 40s, at least one stately home had a spur built onto a main line (all railways were of course private), so that selected trains could come straight to the house.
Travelling by rail was both dangerous — there were many accidents — and filthy. To get an idea, look at Turner's Rain, Steam and Speed. If you look closely, you see that the carriages are open. So, often, most of the smoke would have been blown back in people's faces.