* Putin orders tighter security after second bombing in three days
* Blast occured in entrance hall of Volgograd station
* Counter-terrorism expert says more attacks likely
* Russia to host Winter Olympics in 40 days (Adds U.S. statement, paragraphs 20-21)
By Sergei Karpov
VOLGOGRAD, Russia, Dec 29 (Reuters) - A suicide attacker set off a bomb in the entrance hall of a Russian train station on Sunday, investigators said, killing at least 16 people in the second deadly attack within three days as Russia prepares to host the Winter Olympics.
Authorities said the attacker detonated a shrapnel-filled bomb in front of a metal detector just inside the main entrance of the station in Volgograd, a busy hub north of the violence-plagued North Caucasus region on Russia's southern fringe.
Islamist militants in the North Caucasus have carried out a long string of attacks since President Vladimir Putin came to power in 2000. They now confront him with his biggest security challenge, threatening to disrupt the Olympics that start in the Black Sea resort of Sochi in 40 days.
Footage shown on TV captured the moment of the blast, as a massive orange fireball filled the hall of the stately, colonnaded station and clouds of grey smoke poured out of shattered windows.
The station - a Stalinesque architectural monument with a clocktower and spire topped by a Soviet-style star - was busier than usual, with people travelling home for the New Year, one of the main holidays in Russia.
"People were lying on the ground, screaming and calling for help," a witness, Alexander Koblyakov, told Rossiya-24 TV. "I helped carry out a police officer whose head and face were covered in blood. He couldn't speak."
The city once bore the name Stalingrad in honour of Soviet dictator Josef Stalin, a figure held in opprobrium by many in the North Caucasus.
In the 1940s, Stalin ordered the deportation of tens of thousands of people from the region, including Chechens, to Central Asia on suspicion of harbouring sympathies for Nazi Germany. Many thousands died in exile and transport.
The federal Investigative Committee and other officials initially said a female suicide bomber had blown herself up after a police officer started to approach her near the metal detector because she looked suspicious.
A Russian website with ties to security agencies, Life News, posted a picture of what it said was the suspect's head.
It said authorities had identified her as a resident of Dagestan, the province adjacent to Chechnya and now the centre of a long-running Islamist insurgency, and the widow of two militants who were both killed by Russian security forces.
Investigative Committee spokesman Vladimir Markin later said a man could have set off the blast, Russian news agencies reported.
Interfax cited law enforcement sources as saying authorities believed the attacker was a man who brought a bomb into the station with a rucksack. Some bombs carried by female suicide bombers have been set off remotely by male accomplices.
So-called 'black widows', seeking to avenge fallen husbands, were involved in a deadly Moscow theatre siege in 2002 and have been behind several bombings including twin suicide attacks that killed 40 on the Moscow subway in 2010.
"We can expect more such attacks," said Alexei Filatov, deputy head of the veterans' association of the elite Alfa anti-terrorism unit.
"The threat is greatest now because it is when terrorists can make the biggest impression," he told Reuters. "The security measures were beefed up long ago around Sochi, so terrorists will strike instead in these nearby cities like Volgograd."
The insurgency is rooted in two post-Soviet separatist wars in Chechnya, the second of which was launched by Putin as Prime Minister and succeeded in driving separatists from power.
Markin said 16 people were killed in the attack, including two who died in hospital. A regional government official also put the toll at 16 and said that did not include the attacker.
Putin ordered law enforcement agencies to take all necessary precautions to ensure security, his spokesman said. Police said security would be tightened at stations and airports, with more officers on duty and stricter passenger checks.
The U.S. State Department issued a statement saying that the United States "condemns in the strongest terms today's terrorist attack in Volgograd."
"We send our sincere condolences to the families of the victims and stand in solidarity with the Russian people against terrorism of any kind," it said.
U.N. Secretary-General Ban Ki-moon and the U.N. Security Council both condemned the attack on Sunday and called for the perpetrators to be brought to justice.
The attack, just over two months after a female suicide bomber killed six people on a bus in the same city, raised questions about the effectiveness of security measures which the Kremlin routinely orders increased after bombings.
It could add to concerns about the government's ability to safeguard the Sochi Olympics, which open on Feb. 7. Putin has staked much of his prestige on staging safe and successful Games, a chance to show how far Russia has come since the Soviet Union collapsed in 1991.
Volgograd, which as Stalingrad was scene of a decisive World War Two battle - much of the fighting centred on the railway station - is a city of around 1 million and a transport hub in southern Russia, about 430 miles (690 km) northeast of Sochi.
Putin visited in February to mark the 70th anniversary of the battle, which has made the city a symbol of strength in the face of adversity.
It lies north of the North Caucasus, a string of mostly Muslim provinces that includes Chechnya and is beset by near-daily violence linked to the insurgency. Militants claim the area as a separate Islamic "emirate".
Insurgent leader Doku Umarov, a Chechen warlord, urged militants in a video posted online in July to use "maximum force" to prevent Putin staging the Olympics. On Friday, a car bomb killed three people in Pyatigorsk, close to the North Caucasus and 270 km (170 miles) east of Sochi.
Volgograd is one of the venues for the 2018 soccer World Cup, another high-profile sports event Putin has helped Russia win the right to stage, and which will bring thousands of foreign fans to cities around Russia.
Sunday's attack was the deadliest to strike Russia's heartland since January 2011, when a male suicide bomber from the North Caucasus killed 37 people in the arrivals hall of a busy Moscow airport.
Thirty-seven people were hospitalised, including 15 in grave condition, Health Ministry spokesman Oleg Salagai said.
The committee said the toll could have been much higher if the attacker had made it into the station waiting hall.
But Filatov said that the widespread practice of placing metal detectors at the entrance of airports and stations risked causing more casualties: "We are creating this danger ourselves by allowing a place for a crowd to gather."
The Investigative Committee said the bomb detonated with a force equivalent to at least 10 kg (22 lb) of TNT. (Reporting by Alissa de Carbonnel and Steve Gutterman; Additional reporting by Michelle Nichols in New York; Editing by Mark Trevelyan and David Brunnstrom)