The Tundra Express is a frozen land noted for the large freight trains that pass through. Home to various Varkid and Bandit clans, it can be quite an inhospitable place. Despite this, Tiny Tina has managed to find refuge here in her workshop where she works on various bombs and other explosives. You'll visit this area during the main story mission "A Train to Catch" though there are quite a few side missions to be done here as well. Just be sure to watch for the large mines that Tina has left lying around...
After aquiring some bombs from Tina during "A Train to Catch", you can start a chain of missions called "You are Cordially Invited" where you must arrange for Tina's tea party. You can also partake in a mission from Sir Hammerlock, "Mighty Morphin'," that involves forcing Varkid to mutate or find the hidden mission "No Hard Feelings" after killing the Tundra Patrol.