What is the difference between "der Bahn" and "der Zug"? I know train stations are called "Bahnhof," which suggests "der Bahn" has been the common word in the past. Is "der Zug" just a more modern word? Does it imply a different kind of train? Does "der Bahn" conjure images of old coal-powered steam trains? That'd be cool.
There are differences, but not so clear cut.
Let's start with "der Zug". It comes from "ziehen", wich both means "to pull", but also "to trek". A procession of people on foot can be called ein Zug, too, mostly in combination with another noun (Fackelzug, Umzug, Demonstrationszug). But I guess it's the meaning of "to pull" that got the train it's German name. I don't find a source, but I would say it's the older name.
"Die Bahn" actually means "the track". So while der Zug was the train, die Bahn meant the network of tracks at first, (while a Bahnhof is a "railroad yard") but it soon was used for the train itself. It's also the name of the German railroad company, "Deutsche Bahn", and so they enforce the use of "Bahn" for train. Bahn also gets used for any trains that are not driving on the federal railraod tracks but on smaller networks, like Straßenbahnen (trams) or U-Bahnen (subways) or the Wuppertaler Schwebebahn (suspended railway).
So Bahn is the word that means all kinds of trains, while Zug is an alternative and probably older word that gets used for big railway trains.