This might be a soppy thread.
Will always remember getting in from a late supermarket shift, sticking on Young Team, falling asleep and having my Mum running around the house at 1am shouting 'WHAT'S THAT?!?!' as this racket rung around the house; I'd forgotten about that train bit near the end.
Also recall Four Tet's 'Pause' meaning a lot more to me when I was listening to it in the glorious sunshine on my own; felt truly glorious and indulgent.
But the city can really change your experience of a record too; walked over London Bridge the other night in really blustery conditions with the rush hour commuters and then the wind just totally stopped as the lead single on Goldfrapp's latest came on. Suddenly felt like that record changed for me at that very moment and everywhere I looked some light, car, exchange etc seemed to perfectly fit the music. Felt like I was walking along in the middle of a Bond opening title sequence.
Trains are also good for this; I recall Underworld's 'Second toughest' really clicking as the train rattled through the city and past all these graffiti covered warehouses. Adore that record too now.
Any other examples of this spring to mind from your personal experience?