Trains in Red Dead Redemption 2 are a form of transportation.
Trains in RDR2
The railway tracks that pass through most areas and towns in Red Dead Redemption 2 allow the steam locomotive trains to do so as well. This makes for an alternative, and quicker, mode of transport as opposed to riding a horse or walking. A great way to soak up the scenery and travel quick from town to town but has the obvious downside of scheduling and staying on course.
Trains are not only there to be used to get around as they can also be hijacked and robbed as part of a mission or simply in the open world for your personal gain.