One of the anomalies has the train car getting foggy. It'll come to a stop. The electronic signs will say "DO NOT GET OFF", but to get this achievement, you should ignore it and get off anyways! After that, you should just walk in a straight line down the tracks. It'll get foggy, and loop—just keep going in the same direction (doesn't matter which way) until the achievement pops. There's no way to return to the train once you're off it, so you'll have to close and reopen the game to continue.