The Chester and Lenoir Narrow Gauge Railroad arrived in Caldwell County and the small sawmill community of Hudson in 1884, and the railroad forever changed the town and its people. A depot was soon built, and the arrival of the daily trains became the highlight of the day for town inhabitants. After a fire destroyed the original building, a replacement was built in 1940 beside the railroad tracks near the north end of town. Although the Southern Railway usually painted its buildings gray, it allowed the Town of Hudson to paint the depot mustard yellow with hunter green trim in 1972. The depot closed in 1976 and was moved to Windmill Park in the late 1990s. Along with an adjacent 1913 caboose, it preserves historical photos, maps, and artifacts about the Town of Hudson, including its churches, schools, local businesses, and the railroad itself.