A good time to save, by the way. Anyway, do the only thing available right now, which is to try and leave the box car. Nico will stop you, however, asking what you're doing. After George acts like a little kid, Vail, the ticket man, will arrive and ask for tickets.
After chatting it up, he'll leave and George will say that the man is peculiar to him. Try to exit again and Nico will tell you to get her some food. In the boxcar view, go west all the way to another screen. It's... Guido! The return of the gangsters!
It will also hit George that the conductor is Eklund, Marquet's killer. Immediately go back to the boxcar view and run back to your car. Nico and the old lady will both be gone! Go back to the boxcar view and enter the adjacent room to the west.
Inside, talk to the guy in the black and white uniform. He's drunk so he won't know anything but say that he'll fight anyone that tries to hurt you. In this same car, open the window and Basher will think that you are trying to jump! I'd think he would before us! Jump up to the top of the train.
Do not touch the metal wiring on the left side of the car. You'll feel all kinds of pain if you do. Save the game here and exit to the east of the car. At the roof of this car go to the center and down into the cars. Wow, that lady must know karate!
The first chance you get, press the use button to hit the gangster of the ground. You'll find out that the old lady is none other than Khan! He'll say that we were always on the same side as him and had a common enemy. He'll mostly talk in riddles, though.
Talk about Bull's Head Hill and he'll say it was a long walk back. End the conversation and he will almost say something before he dies. Great, he can talk about some stupid hill, but when it comes to the real stuff he goes and dies on us! Untie Nico and George will kiss her. Ahh, what a good talker that George is! Now it's time to jump off the train...