Messing around with the game I accidently found a way to "Fast Travel" by glitching out of the train and then kill yourself. The Train will go by itself without you and you will respawn at its loction.

EDIT: Here is the updated, much easier Version of the Glitch:

By using the Menu Glitch you can manually stop the train remotely

For all forum-goers not up to date on CCC news: this has saved 3 minutes lol