SCHAERBEEK, Belgium—This country built continental Europe's first railway line in 1835 and still boasts the world's densest rail network. Belgians ran the world's longest passenger train, which had 70 cars. This country the size of Maryland even has five vintage railways, run by enthusiasts.

What Belgium lacks is a national train museum. Officials couldn't agree on where to put it.

Now, 178 years after "Le Belge" puffed 15 miles from Brussels to Mechelen, the project has a green light. Work has started just outside Brussels on Train World, which is scheduled to open next year.