The first station at St Lazare was 200 m north-west of its current position, called Embarcadère des Batignolles. The station was opened by Marie-Amélie (wife of Louis-Philippe of France) on 24 August 1837. The first line served was the single track line to St Germain-en-Laye. In 1843 St-Lazare was the terminus for three lines; by 1900 this number had tripled. The station had 14 platforms in 1854 after several enlargements, and now has 27 platforms sorted in six destination groups. On 27 April 1924 the inner suburban lines were electrified with 750 V third rail. The same lines were re-electrified at 25 kV overhead wires in the 1960s.
The Gare Saint-Lazare has been represented in a number of artworks. It attracted artists during the Impressionist period and many of them lived very close to the Gare St-Lazare during the 1870s and 1880s.
Édouard Manet lived close by, at 4 rue de Saint-Pétersbourg. Two years after moving to the area he showed his painting "Le Chemin de Fer" at the Paris Salon in 1874. This painting, now in the National Gallery of Art at Washington D.C., portrays a woman with a small dog and a book as she sits facing us in front of an iron fence, while a young girl to her left views the railroad track and steam beyond it. It was painted from the backyard of a friend's house on the nearby rue de Rome. At the time of its first exhibition it was caricatured and the subject of ridicule.
Gustave Caillebotte also lived just a short walk away from the station. He painted Le Pont de l’Europe (The Bridge of Europe) in 1876 (now in the Petit Palais, Musée d’Art Moderne in Geneva, Switzerland) and "On the Pont de l'Europe in 1876-80 (Kimbell Art Museum, Fort Worth). The former picture looks across the bridge with the ironworks diagonally crossing the picture to the right with a scene of partially interacting figures on the bridge to the left of it, and the latter depicts the iron structure of the bridge face-on in a strong close-up of its industrial geometry, with three male figures to the left side of the painting, all looking in different directions (the Pont de l'Europe is a massive bridge spanning the railyard of the newly-expanded station, which at that time had an iron-work trellis).
In 1877, painter Claude Monet rented a studio near the Gare Saint Lazare. That same year he exhibited seven paintings of the railway station in an impressionist painting exhibition. He completed 11 paintings of this subject.
Lesser-known artists who depicted the Gare Saint Lazare were Jean Béraud, who painted "The Place and Pont de l'Europe" in 1876-78 and Norbert Goeneutte (1854–1894), with a studio providing a very good view of the Pont de l'Europe, who painted this scene many times in the late 1880s. One of these is "The Pont de l'Europe and Gare Saint-Lazare" from ca. 1888 (in the Baltimore Museum).
An engraving showing the Place de l'Europe bridge at the time of its opening in 1868 was made by Auguste Lamy.
In 1932, the wasteland behind the station became the subject of one of the most celebrated photographs of all time, Henri Cartier-Bresson's Derrière la gare de Saint-Lazare
In 1998 the Musée D'Orsay and the National Gallery of Art in Washington, D.C., put on an exhibition called "Manet, Monet, and the Gare Saint-Lazare".
The Gare Saint-Lazare is seen in the 1995 film French Kiss with Kevin Kline and Meg Ryan. It is the last scene in Paris where Kevin Kline's character is being chased by Police Inspector Jean-Paul Cardon (Jean Reno) while trying to board a train south to Cannes.