not possible with the current engine. the developers of the game have discussed the possibility of making overpasses and tunnels, but there are major issues with it. an underground is treated as two linked-chests items, essentially. A train is a lot more complicated. You also have occlusion issues, and the fact that the player is able to ride on the train. As of 16.30 undergrounds and overpasses for trains is not possible. All we know so far is that a few of the developers are not strictly-against the idea, but it doesn't look like it's something we'll get soon. (based off what we've been told, the amount of work needed to make it even possible seems to be cost-prohibitive, or unworthy of the time investment)
