I have used theatrical gels for tinted windows in the past, and it works very well. The gels are available in every possible colour and level of diffusion, so you can model anything from nearly black tinted windows, blueish-green windows, windows that you can see clearly through, windows that are nearly impossible to see through, etc. They are very thin and flexible, and can easily be laminated to existing glass, or used directly as the glass itself (even laminating a few layers together to get a bit more rigidity).
This tool may help you find the right gel number, http://us.rosco.com/en/mycolor. The side/roof windows of park/skyline car domes which are only curved along one axis will not be a problem with gels, just like the black/grey tint on the Rocky Mountaineer Ultradomes. I don't know how well they will work at the front and back of the dome section though, because of the compound curved glass panes.
The other thing to consider is that gels are designed to take the intense heat from stage lighting fixtures, so forget trying to shape them using heat. They just burn at a certain point.
Wow, thanks for the input. That's a huge colour selection, I'm sure there's something in that that I can use. Do you have any advice on how to laminate the gel material to, say, .010 clear styrene?
With regard to double sided tape, I use a product made for crafters. It comes in a variety of widths and its very thin. It's also, I think, 'archival quality', meaning it won't turn to goo or creep over time as Peteski fears. I use it for attaching window blind material to the inside of my passenger car windows (it's transparent) and for positioning parts on my resin castings before glueing. I'm not sure I'd trust it as a permanent fix however, but only because I've never tried it. It's definitely sticky enough... The good stuff is called "Sook Wang" but there are cheaper varieties that seem to work just fine.
Geoff