[hussong]

Dark City comes to mind...

  John Murdoch: Excuse me. How do I get to the end of the line?
  Train Passenger: You want the Express.
  John Murdoch: [after train blows by him] Hey, how come that 
  train didn't stop?
  Station Master: That's the Express.

[superpatosainz]

That sounds like the switchman by Juan Jose Arreola.

Full text: http://www.jstor.org/stable/25293822