The Highlandman's Umbrella was a nickname for the railway bridge of Glasgow Central Station which could be used to shelter from the rain.

According to George Watt (on the strathspey mailing list) "there is a song by the Alexander Brothers, The Heilanman's Umbrella. This was also recorded by Andy Stewart (<<https://www.youtube.com/watch?v=BX8ZKtndqtM>>). And there is, or was, a great wee music shop under the bridge that has an amazing selection of Scottish Dance CDs."