I heard a train horn outside but I live no where near train station or train railroad?

Three things come to mind:

1. Trucks use air horns too.

2. Some one might have been playing a recording of a railroad too loud.

3. It might have been in a movie (see above).

I happen to remember a comedian who used to play a recording of a train real load when he went through some town in Texas (if I remember right). The town thought there was a ghost train.

The strangest possibility is that the sound is actually coming from a train in a tunnel several miles away. There is a house in WV that used to have train sounds coming in through the basement because of the underground caverns in the area. A lot of tunnels were removed in WV and railroads abandoned, so it may not have that problem now.

If it's night time...............you will hear a train horn............because the night air is heavier and the train horn will travel farther.

Many people have horns installed in their vehicles that make the same noise, so that's what you heard.

If you live anywhere, you live close enough to a track to hear a train horn at night.  Those things can be heard for miles.

Train or truck horns can carry many miles, even further it seems in different climate conditions. 

Orthodoxy = the only true faith; Roman Catholics tried one cup - one spoon ritual and got sick with Bubonic plague; if heresy enters Orthodox monastery then monks/nuns will get sick with flu/tuberculosis (for instance); Orthodox churches who closed for COVID or had disposable cups/spoons or dipped spoon into alcohol are no longer brides of Christ (now they serve Satan and honor Satan's new COVID religion). Priests who were working for KGB (that is spying on people and betraying their confession) = Sergian heresy. Now, CIA and FSB (new name for KGB) don't need to have priests constantly reporting because of new technology (bugs) that allows them to listen in (and if cameras are present... to look into what people are doing)...Your phones spy on you; don't bring them to church; forgive me.

First sign of madness, hearing phantom train horns

Maybe it was an animal or a truck horn.

That used to happen to me, particularly at night.  I at first thought, as others suggested, that it was a truck horn, but then I looked at a map and realized that there was a train track I had forgotten about that was about 5 miles away.  At night, the train horn from the occasional freight train could easily carry that distance.  

It wasn't weird at all. Some large trucks have horns that sound very much like a train. Duhhh.