The chossid Reb Michoel Teitelbaum once related:
My father, Reb Chaim Moshe, dealt in logs and would travel by train regularly. As a young boy, I accompanied him on one of these long trips. When the sun rose and it was time to daven Shacharis, my father took out his tallis and tefillin and began to prepare himself.
The car was filled with noisy Russian peasants, but my father was completely oblivious to his surroundings. As he stood up to put on his tallis, the car suddenly fell silent. My father davened at his usual pace and during the entire time nobody spoke. As soon as he finished and sat down, the loud talking resumed. I of course shared my surprise with my father.
He later told me that when he first began travelling by train he consulted with the Rebbe Rashab [of Lubavitch – Rabbi Sholom Dovber Schneersohn, 1860-1920] At that time it was dangerous for a Yid to travel by train since it was common for hooligans to throw Yidden out of the door as it was moving.
My father asked the Rebbe if when he was davening on the train he should perhaps cover his tallis and tefillin with a coat and a hat.
The Rebbe replied, “If you won’t stand proud in your Yiddishkeit, of whom can we expect it?”
From that day on, my father davened on the train without embarrassment, and the goyim accordingly respected him for it.
Reprinted from the Parshas Ki Seitzei 5785 email of the Weekly Farbrengen.