Remove vignetted corners of the sky using the clone tool.
Open "stock" clouds image. Resize if desired to fit the train image.
(A)
Move the cloud image onto the train image, creating a new layer.
Change the cloud layer blending mode to darken.
This effectively fills the washed out sky but only minimally changes the dark mountains and other foreground objects.
This makes blending the transition areas much easier and slight errors won't be noticed.
Any dark clouds or objects from the original sky will show also, helping blend the new sky.
(B)
Add a black layer mask (Alt + the layer mask icon) to hide the new sky.
Use a white brush to paint in the new cloudy sky.
Work with small, low opacity brush when close to the mountains.
Switch to the white brush to restore the flag pole,sign,
and any areas of the roof or mountains that need attention.
Switch to the black brush to correct any mistakes.
For a final touch, can add a color adjustment layer to the sky to get the blue just right.

original image by BCGreen