Quick tips for the Lone Ranger play set. First I have to say that even though both of the characters are the same in movement speed, Tonto felt a bit faster because Tonto's attacks take less time to eliminate enemies. At least that's what I felt like when I did attempts using both characters. So I suggest using Tonto.

The train is the one element in the run that can mess up your run very easily. So it's very important to optimize your route on this run and how you work with the train. The best advice is to making sure the train is as much on the move as possible and then optimizing the spots on where the train must be at what point of the run by using the rail route changers and the train stops. Also another important thing is to making sure the train is always filled with water, cattle etc. so that when you activate certain missions, they will go much quicker and in some cases almost immediately if your routing has been perfect. And adding to that, make sure you have multiple missions active at the same time so that you get missions done more fluently.

Also try to do as much as you can when ever you are waiting for the train. One of these spots is to unlock the path to the Gatling gun when waiting for the train or collecting a lot of coins at the start of the run while the train goes around the town.

Then I found a weird glitch right before the final boss. When you talk to the sheriff and he tells you to load up TNT and bust the silver mine opening, if you have filled the TNT or have the TNT ready for the train before the text box, the train doesn't pick up the TNT and just goes past the silver mine opening. So you must go and get the TNT ready for the train. Maybe it is just a glitch and it won't happen to everyone but for me it happened couple times until I started to always go and get the TNT ready for the train.

And lastly just optimizing the way how and when you do each mission is of course important. There is a lot of traveling in this play set so doing more than one mission at a time is important.