An businessman racing to reach a train in rural India.
As he is about to lose the train we see Peter also running to the same train. Peter makes it to the train, leaving the businessman behind. Peter makes his way to his compartment, where he finds his brothers Jack and Francis.
The latter's head and face are heavily bandaged, as he was in a serious motorcycle accident. Peter and Jack have come to India, apparently at Francis' suggestion, on the titular train, on what he hopes to be a "spiritual journey".
All three have taken advantage of the local pharmaceutical shops upon their arrival in India and summarily dip into each others' stash of drugs. Jack, who hasn't been back in the States in a year, is a writer, and had written a story while in France.
The story is apparently based on a flashback shown later in the movie. Jack has a return ticket, and asks Peter not to tell Francis. Francis is trying to get the family back together, and Peter is away from his seven-and-a-half-months pregnant wife, who doesn't know he's in India, and asks Jack not to tell Francis.