if you know anything about railroads...

First I have to say I originally saw this film in the theater and just loved it. These many years later, I saw it again and I still do. Just seeing Nicholson's hair was worth the price of admission!

BUT the three protagonists definitely get on a New York Central train in New York City. Soon after boarding, while in the Club Car discussing mouse beds, they pass a multicar Burlington Route freight train (including some Burlington Northern cars that did not exist until the 1970's merger). Burlington Route, aka Chicago, Burlington & Quincy RR based in Chicago, has a motto of 'Everywhere West'. NYC is WAY east of Chicago and considering a few wayward cars east of Chicago, but never an entire train, is not possible.

Or maybe this was just a bullet train way ahead of it's time, passing through Chicago? NO, you have to change trains there to head west.