"asked for" differs slightly from "asked about".
"asked for" is a request not so much for information about the train, but is more a request for directions to it. Example: "He asked for the exit."
"asked about", while similar, could be used by someone out of idle curiousity who has no need of actually getting on the train. Indeed, "asked about" could refer to a request for information about the type of locomotive or number of carriages or what colour the paintwork is.
As commented by @Walter, in OP's context, fancy is a synonym of imagine, believe. But the usage is becoming increasingly "dated"...
Many of the above instances will be the idiomatic exclamation "Well, fancy that"! (equivalent to "Imagine that!", "What a surprise!", "How strange!", etc.). In OP's context, Dumbledore could quite naturally have used any of those (possibly preceded or followed by something like "I didn't expect to see you here!").
Note that Dumbledore is an elderly British schoolmaster in a relatively "formal" situation (he's greeting Professor McGonagall, one of his staff who apparently happens to have adopted the form of a cat).
Idiomatic expressions as used by Dumbledore won't necessarily be so natural for younger speakers, and per @StoneyB's comment below, even Dumbledore is speaking ironically here. Brits in particular still use fancy = like, want, be attracted to quite naturally today, but fancy = imagine, believe, think is now largely confined to ironic/sarcastic contexts.
Best Answer
Look back here means that you would wonder afterwards if you made the right decision.
If you say that you never looked back, it means you are so happy with the decision that you took, that you never even thought about whether it was a good decision or not afterwards.