Ginga Tetsudou 999

In a distant future, Tetsuro is a human boy who wants his body replaced with a robotic one. This is possible, but to do so he has to reach the Immortal Planet onboard the space train Galaxy Express 999. Maetel, a beautiful and mysterious blonde woman dressed in Russian style, joins him in the long journey through space. Every episode sees our heroes arriving in a new planet's space train station.

(Source: Anime News Network)