Mill Neck is a closed rail station along the Oyster Bay Branch. The station first appeared on the timetable of October 1, 1889 with the name of Bayville station. The station was located at the Kaintuck Lane railroad crossing on the west side of Shu Swamp. Services were provided in a railroad boxcar. In November 1892, it was renamed Mill Neck station and it was moved to the Mill Neck Road crossing and a depot building was built. The building was burnt down on April 3, 1911, to be rebuilt in 1912 east of Mill Neck Road and north of the tracks. Funded by local residents, the two-story brick and stone structure was designed by Harrie Lindeberg at a cost of $26,950. It was later given to the railroad.The station was burned again in 1918, then rebuilt in 1919 slightly to the east of the previous locations. At some point during the 20th Century, a post office was added to the station. Mill Neck Station finally closed on March 16, 1998 along with nine other stations. It is located between Oyster Bay and Locust Valley Stations. As of 2017 the historic station depot is home to a town hall, post office and Old Brookville Police Department substation.