Usually the act is performed by hanging onto the back, sides, or top of the train while the train is in motion.
The most common target are passenger trains (due to their ease of getting on and off the train at stations) primarily as an extreme sport.
"It's just natural selection in action."
It includes things like hanging onto a moving train and sliding your feet on the platform, standing on the roof and dodging powerlines, jumping on and off repeatedly, jumping from a bridge onto a moving train and jumping between carriages. The more dangerous the stunt, the better.
It is illegal, and fatalities are common