example: on the train to the doom hunter base, if you take enough damage to the point that a single fall will kill you, and then jump off with an extra life, therefore activating it, you can jump off again during the invincibility period but instead of being booted back onto the train, you will land on the bottom of the "tunnel" This is how I learned that the train is always stationary, and that its just the background that's moving to simulate speed.
I dont know if anyone else found this but this does work in some instances involving entering a place that would make you take damage and teleport you back to the intended platform. Apparently, if you take enough damage to die from one fall, and you activate an extra life via the damage from a fall, if you fall again the game somehow doesent throw you back onto the platform, which will allow you to clip through the map to reach something below. I don't know if this will be useful but It might.