On the way to the station, Anna analyzes everyone she sees as hopeless and doomed. She determines that the zest is gone from her relationship with Vronsky, and she think he’ll be glad that she’s going to leave. While her love is growing more passionate and self-centered, his is fading: his love only comes out of duty, which she finds to be horrible. She can’t envision any situation for herself that resolves happily.
Because she herself is so miserable, Anna sees everyone around her as miserable as well. Every vision of the future that she predicts for herself is a vision of despair: Anna is the tragic heroine of her own tale, and no happy ending is possible for her.
At the station, the coachman asks if he should get her a ticket. She gives him her money-purse but holds onto her red handbag. Anna goes to the first-class lounge and watches all the people go by; she is revolted by the sight of them.
The station is just another backdrop for Anna’s self-loathing: no matter where she is, the landscape becomes a place on which she projects her own despair.