When it comes to train fires, the biggest killer is usually suffocation- when the train is in a tunnel. In 2000 155 died when their train caught fire in a sharply sloping tunnel in the Austrian Alps. Everyone got out, and those 155 started walking up the tunnel. 12 survived. They walked down (and away from the rising smoke).
Heck, you don't even always need a fire. In 1944, a train in Italy stalled in an unventilated tunnel, and over 500 people suffocated.