For low budget, I would suggest the following:
Three wide angle lights upstage of the scenic pieces pointed AT the back of them, on individual dimmers.
For just motion, an occasional
chase at low
intensity from one side of the
stage to the other to simulate passing an in-tunnel florescent
worklight every couple hundred feet.
For a train passing, a very quick random
chase at about 75%.
For entering a station, a
chase with two of the three lights on at a time, simulating lights interrupted by steel structural supports. And then going to all full to simulate being stopped in the brightly lit station.
I would use all of these effects with the support of sound effects that don't compete with the action in order to support realism.
Although I also like Meatpopsicle's idea. However it sounds like a
bit of a wiring challenge.