hmm.. a spotlight that appears to be apart of the train itself?
or a spot light set away from the train that aim's towards it following it
because i have a theory for the first one, and a really ugly solution for the second..
1st - 'ave you tried simply placing a light/light_spot and then 'to entity' it with the train as you making the train (much like you would with an origin brush, ect.)
seems that would fundamentally work out
and secondly (2nd) - the spot light to follow.. i imagine would have something miraculous set up with info_landmarks.. but seeing how i have no luck with that entity.. i'll just suggest a trick i had to use with that map that had to many face lights..
and create a func_illusionary brush (or in this case, a func door_rotating, func_train, ect.. that can move and has the 'not solid' checkbox) that resembles a beam of light (they mention it in the func_rotating tutorial) use the additive/texture effect, 45-120 should do nicely. place a small light of your choice to where it will effect the func_door_rotating or whatever the f your using. and of course make sure the 'not solid' is checked
(may take a little finesse to make it look like its pointing at your previous func_train as it passes) riggish, but it worx.