Between 1827 and 1833, passengers on the Stockton & Darlington Railway waited for trains in a shed adjacent to where the Great North Road in Darlington crossed the tracks. From 1833, passengers utilised a recently-built warehouse which stood to the east of the Great North Road; because the track ran high on an embankment, this building was three storeys high (it was demolished in 1864). This first North Road station was only used by passengers for five years.

In 1839, the S&DR built another shed, on the west side of the Great North Road, on top of which the second North Road station was constructed in 1842. It faced on to the Great North Road, which then took a more westerly course than today; in 1856, the Great North Road was straightened, leaving the station some distance from the main road.

A further blow to North Road Station was that, in 1841, York was connected with Newcastle with a stop at Darlington's Bank Top Station (see OTH entry). The north/south traffic grew and surpassed the east/west. In 1883, it was decided to build a proper station at Bank Top Station which took still more trade away from North Road. Progressively, North Road station saw its traffic fall and, by 1973, closure seemed imminent; however, collective action by concerned local people, the town council, the museums service and the tourist board saw the station restored and revived as a museum - 'Head of Steam'.

The museum is devoted to the area formerly served by the North Eastern Railway, with particular reference to the Stockton & Darlington Railway and the railway industry of Darlington. Exhibits include Stephenson's "Locomotion No. 1", built for the opening of the Stockton & Darlington Railway, and "Derwent", the earliest surviving Darlington built locomotive, on loan from The National Railway Museum Collection. Locomotion is one of the oldest surviving steam engines in the world and the first ever steam train to carry fare paying passengers.

A range of smaller items including station and lineside signs, uniforms, furniture, tableware and paintings, complements the larger exhibits. The entrance hall and ticket office are restored in period style, enhanced by displays of items such as porters' barrows, luggage, posters and advertising signs. The Ken Hoole Study Centre houses an extensive collection of documentary material, photographs, plans, books and periodicals, including the library collection of the North Eastern Railway Association.