Are the containers still there next to the underground access ?
(They were renovating the façade of the Saint-Lazare train station and you had to buy the tickets in those containers)
Yes the Saint Lazare station is under in renovation, a big work wich end in 2009.
They will rebuild the hall and add a new commercial center.
Big panels was added at the entrance of Saint Lazare station for the departure of suburban lines. Photo link