This is Maeklong railway Market, nicknamed ‘Umbrella Pulldown Market.’
Long story short, this was a market place before railway track was laid down. Even after the construction of railway track, locals didn’t move. No one was ready to let go off neither railways nor locals.
Trains move at speed of 15 kmph while passing through the market area. Trains runs through the Maeklong Railway Market 7 times a day, 7 days a week.
Do watch the interesting video, if you haven't already its quite amazing and unusual. :)