Inside Gävle’s former engine shed, this excellent museum traces the history of the railway in Sweden through seriously hands-on displays. Besides numerous old locomotives and carriages that you can clamber inside (including the 1859 hunting coach belonging to King Karl XV), there are collections of miniature trains, an X2000 simulator, toy railways, and a small railway for kids to ride.
To get here, walk to the southern end of Muréngatan, and then follow the cycle path to the museum.