On the eastern coast of the Black Sea is the Georgian region of Abkhazia, or the independent Republic of Abkhazia, depending on who you ask - Abkhazia has been recognised as an independent state by Russia, Venezuela, Nicaragua, Nauru, and Syria; however, Georgia and most of the UN consider Abkhazia a sovereign territory of Georgia.
Other photos from Gagra
More info and pictures
Which city is this?
I had to do more research, but it's Gagra (according to https://prohorov.livejournal.com/434028.html via Google Translate). I don't think all of the extra photos are of the train station there, but I think they're all in Gagra [edit: I edited the post with more info].