Oh, I get those too - assorted on-the-wrong-train or missed-the-connection dreams. Mind you that happens often in real life, so no great mystery there.
I don't have train dreams... is that because I don't travel by train? Or am I emotionally disabled in some way? I do have driving dreams from time to time - and my late father is sometimes a passenger, which is nice.
I used to have loads of train dreams, but they eventually finished. Often I was waiting for a train, or stopping a train that was running, or trying to get off a moving train. Also lots of lift dreams, where they would malfunction or catch fire. I've been stuck in plenty of lifts in real life, but it's never frightened me, I think it's just a mental symbol for feeling stuck in an awkward situation in life. Similar with the trains. (None of that was my recurring nightmare, though, but that's a bit odd even for here.) Still, enough about my insanity.