Dil Se – Nilgiri Mountain, Ooty: Now who doesn’t remember Shah Rukh Khan and Malaika Arora Khan’s amazing dance in Chaiyya Chaiyya from Dilse? The song that was shot on top of moving train was from the Nilgiri mountain railway situated in Ooty. The railway line was initially built by the British in 1908 and was operated by Madras Railway.