Manufacturing and maintenance procedures in the railway industry regularly implement welding and metal deposition operations to produce joints, coatings and repair structures. During these processes, residual stresses arise through the generation of heat affected zones and plastic deformation. This makes accurate measurements of the internal stresses a critical aspect of manufacturing, monitoring, repair and model validation in the develop new metallic coating and joining technologies. Selection of an appropriate residual stress measurement method has many important factors including component size, resolution and the magnitude and location of internal stresses, often resulting in a combination of techniques required to obtain complete assessment of the stress state. This paper offers a review of residual stress measurement techniques for railway components including rail joints and coatings through comparison of destructive and non-destructive approaches, their measurement capabilities, benefits and limitations. A comprehensive discussion of different applications is provided with a summary of facilities available to both research and industry.