A magnificent sexual act where at least 3 men, women (with strap-ons), MTF transgenders or a combination of the aforementioned, penetrate each other. It's similar to a human centipede, but with penises and butts.
It can also be called a sandwich.
Man 1: Hey, do you want to do a train with me and my BF?
Man 2: Sure, I never tried it before!
Woman 1: Hey honey, I bought a strap-on... You know what that means?
Man 1: Let's do a train with our neighbor!
Woman 1: Uhh... I was going to suggest pegging, but that's good too!
A bunch of carriages coupled together, traditionally with a locomotive at one end. All you need to know is that you are duct taped to the tracks and one of those 600 tonne motherfuckers is coming. No matter what you think, you are in a simulation, and are being euthanised by the agency in real life. Don't believe me? Shove your head into your phone screen to pop out into the real world.