After the cutscene with the helicopter, move to the end of the FLAT CAR WITH THE TALL CARGO and Jump to grab the ladder to the left of the door on the LAST BOXCAR. Climb on top and continue toward the back of the car.
An assassin climbs up as you approach. Kill him then investigate where he came from.
Drop and grab the back edge of the train. When you do, a door opens. Release Action briefly, then press it again to drop and grab the edge of the opening. (Or climb down the ladder on the right side of the door, over to the left, then up into the opening.)
Climb inside to find SECRET #1 (41/70), a large medipack, arrows, and revolver ammo.
When you have all the goodies, climb back into the doorway, turn around, and drop and grab the edge once more.
Climb to the right and then up the ladder to the top of the car.
If you look down over the right side of the car, you'll spot another door.
Hang off the edge in front of it and it will open. Now you can let go, grab the edge, and pull up into the opening. (Or, if you prefer, climb down the ladder to the right of the door, climb to the left, and then pull up.)
Inside this car you'll find 2 boxes of shotgun shells...
...the SHOTGUN (or more shells) and the CROWBAR.
The door closed behind you, so use the CROWBAR as a handle to operate the lever here. This opens another door at the front of the car.
A sneaky assassin jumps inside while Lara's back is turned, so approach the alcove near the door with guns ready.
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