The Train is a vehicle/prop in Hello Neighbor. It first debuted in Alpha 1, randomly running along its tracks and emitting noises on the third floor. In Alpha 3 the train had train tracks around the house. It would not be made rideable until Alpha 4.
Trivia
Inside the train would show some buttons of how to start it in Alpha 1
In Alpha 3 the train does not appear only its tracks do.
The train can be used in order to get the wrench in the Hello Neighbor (Full Game)
In Alpha 1 you could glitch your self into the train
In Alpha 4 you could glitch the neighbor into the train
Gallery
The Train in Alpha 4.
The Train in early Alpha 1.
The Train in Hello Neighbor (Full Game).