The Traincar, also known as just the Train, is part of the Dense Woods. It is exactly what it sounds like- a lone part of a train, found by traversing the Section Dense Woods where eyes watch you (accessible from Hell).

Once inside, the train seemingly begins moving on its own but doesn't go anywhere. A red-eyed man is sitting on the bench inside. Sitting next to him and moving Madotsuki's head up and down seems to allow you to progress. Upon leaving the sky changes from blue to red and two big-eyed creatures replace the red-eyed man. Sitting by the creatures an

d bobbing your head again will reset the sky back to blue.

You can also get the Witch effect here by walking to the left of the traincar once the sky has changed. Go down and left to the boardwalk, cross it, then touch the Kimajo to get it.