Insulation, Radiant and Vapor Barriers - Reduce Train Noise

Are there any effective ways to reduce the train noise entering my home? I live in a house that is 60ft from a busy train intersection. The train noise is driving me crazy. Our bedroom faces the tracks and seems to be the loudest room in the house. I have seen products on the internet that claim to help lower noise transference. It was a type of glue that you placed on the existing drywall and adding another layer. I have also seen laminate windows that claim to help. These both were rather expensive and money is limited (otherwise I wouldn't live in house next to the tracks :) ) My wife made thick curtains to place over the windows (she claims that it helps a little with the whistle noise; I can't notice a difference). We have double pane windows and vinyl siding. Any help would be greatly appreciated.