The station is best remembered for the arrival of Vladimir Lenin by train on 3 April 1917 to start the October Revolution. Lenin traveled from Finland disguised as a railway worker on engine #293. The steam locomotive was decades later donated by Finland to the Soviet Union, and is now installed as a permanent exhibit at the station. The event is also commemorated by the Soviet statue of Lenin dominating the square in front of the station.
http://en.wikipedia.org/wiki/Finlyandsky_Rail_Terminal