pen sized high voltage detector (especially if you are in the city with a subway).
I don't think there's any way to safely test for train voltage with gear that isn't at least a yard long.
It's only around 600-700VAC - nothing supernatural for a non contact detector, they are easily up to 1000V standard, I believe. Surely, be cautious, not ground yourself too effectively

Agreed, especially in a city you don't know well. Keep in mind that most of the time you don't want to look like a tourist.
True. But in a distressed city there could be benefits to pretend or demonstrate that.