I take the train to work every day, too, and I've run into this A LOT. The BEST thing you can do is make her laugh about something. Not always possible but look at what she's wearing, where it looks like she's going, etc. Women often have some weird thing on them that they're DYING for you to bust their balls about.
The WORST thing you can do is to say nothing. When I'm waiting for the train in the morning, I made a rule that I stake out the best looking woman on the platform who doesn't have a ring on, and start SOME kind of conversation with her. Smetimes they won't make eye contact or anything and I have to resort to pretending I don't know what train I'm gettin on. But I don't care. At least it's something. One time I did this to a GORGEOUS 24 year old 6 foot blond, and she turned out to be the goofy little girl who lived down the street from me when I was growing up. I wasn't aware of her then, too young for me to care, but daaaaamn she turned into a gorgeous NCAA all conference swimmer.