Well, there's obviously 'Brief Encounter' but that's more about a train station
and there's a 1940s British b/w film which tells the small, dramatic stories of 4 or 5 people in London before they get on a train that eventually crashes.
It's been shown a few times on London Live (so it's not a well-known film) and it's really quite good. But I can't remember what it's called.