When a guy uses Icy-Hot to lube up a condom then proceeds to insert his penis into the woman's vagina. It's called this due to the Coors commercials with the Coors train freezing everything. The penis is the train.
You can make it a Coors Train Express if she notices that her vagina feels wierd, at which point, you pull out and run like an express train.
Dude, things ain't going too well with my ho. I gave her to Coors Train last night but then it turned into a Coors Train (Express). I think she might die.