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I know that the students have to change into robes before arriving at Hogwarts, but where do they do this? They usually seem to just get members of the opposite sex to leave the carriage, pull down the blinds, and then put on the robes.
So, are there toilets on the Hogwarts express?
Yep, absolutely.
The journey home on the Hogwarts Express next day was eventful in several ways. Firstly, Malfoy, Crabbe and Goyle, who had clearly been waiting all week for the opportunity to strike without teacher witnesses, attempted to ambush Harry halfway down the train as he made his way back from the toilet.
Harry Potter and the Order of the Phoenix - p.761 - Bloomsbury - Chapter 38, The Second War Begins
TL;DR - YES; because Muggle trains from the same period would have had bathrooms, and the Hogwarts Express started as a Muggle one.
I preface this answer knowning full well the many in the SFF.SE community refer to the films as "nonsense", however off I go!
The train used in the films to portray the Hogwarts Express was the Olton Hall, no. 5972, 4-6-0 Hall class locomotive. This locomotive was built in 1937 (with the first Hall class being built in 1928). This would mean it was probably not the first engine to be used as the Express, but even with reading the Hogwarts Express piece on Pottermore, it is hard pin down an exact in-service date for the train. I would assume that coaches are from the same period (but the newer the coaches are the even likelier chance of them having a bathroom).
As toilets would probably be considered a necessity on trains traveling inter-city, bathrooms were installed on the passenger trains. Early trains used a hopper toilet, which would deposit the waste directly on the tracks.
Now the Hogwarts Express was a Muggle train (as we see in the above linked Pottermore article) and was modified before being put in magical service.
The Hogwarts Express underwent several magical modifications before the Ministry approved it for school use. Many pure-blood families were outraged at the idea of their children using Muggle transport, which they claimed was unsafe, insanitary and demeaning; however, as the Ministry decreed that students either rode the train or did not attend school, the objections were swiftly silenced.
One would surely hope that one of the "magical modifications" was not to remove sanitary facilities!
Yes, there are. Some people are comfortable changing in their cabins, but others change in the bathrooms. It is a long journey, so there are toilets, definitely.
