There is a way you can do this. As they said, have the backround move. The whole train should not move. The ground near the train moves, and has a trigger_hurt with the type of death as fall clicked. When someone joins, they could be in a helicopter of some sort, up in the sky, in a different section that the train. When they jump off the helicopter, they fall down, and land in some sort of water, or area, that does not harm the player. This would be on the train. From the helicopter, which is btw stationary, they could have a number of choices of where to jump from.
This is the best way I see this possible, whether it be CS, CT starting in helicopter and killing terrorists on the train. You really couldn't do it in a game like DM, cause people would camp and kill anyone coming onto the train. With teams, and many choices, one can actually get onto the train.