From the In the train save spot you are going to run straight the entire length of the train. This is what you will find in each car.

Car 1(starting spot)-nothing.

Car 2-2 new monsters who look like armless bodies that hit you with a tail.

Car 3-nothing.

Car 4-A big and a small armless thing.

Car 5-half way down you get shotgun shells and a first aid kit on the left.

Car 6-2 boxes of handgun bullets immediately on your right as you walk in.

Car 7-Big Fat monster.

Car 8-nothing

Car 9-Cut scene: train comes to an abrupt stop, Heather falls down.

Exit the train to the door on the left and you are at the Platform (Unknown Station) save spot.

Silent Hill 3 Walkthrough