It may not seem significant the first time around, but if you re-read the very first train scene when Anna meets Vronsky, you'll note that a peasant (a.k.a. a muzhik) appears on the train station platform carrying a sack (1.17.35). And then, you'll remember that, several times throughout the book, Anna has terrifying dreams of a peasant with a matted beard and a sack over his shoulder working over some iron and speaking in incomprehensible French. Even Vronsky has the dream once. So what's going on with this image?
It's possible that Anna (and we, the readers) glimpses this peasant in the first train scene and associates him with the drunken guard's death via train. Anna might, in turn, link this image to Vronsky (because of his gift of money to the guard's family to impress Anna). Anna's recurring, terrifying dreams of the peasant grow out of the fact that he represents both Vronsky and death, both of which, increasingly, she believes she deserves.
This symbolic dream does, in fact, come true. When Anna arrives at the train station where she will take her life in Part 7, she sees a peasant working over some iron just before the train actually runs her over. This peasant is associated with "the impossibility of any struggle" (7.31.21). We could interpret this to mean that from the instant when Anna first met Vronsky, on the train, her suicide has been her fate. The peasant becomes another way of signaling to the reader that Anna's story has come full circle, and that, from the moment that her heart started to wander towards Vronsky in that early scene, she has been doomed.