Didn't they do a 50 states in 50 days tour a few years back? I don't know if that was on a train. They did come to Lexington as their Virginia stop and filmed their segment on the W&L campus. A bunch of people, most from GLOs, came out to rep their groups that day. I got on TV with a bunch of my chapter sisters, all holding Pi Phi signs.
Ironically the segment had nothing to do with W&L - it was just on campus. They filmed and interviewed some dudes "mountain boarding" (it's a combination of surfing/skateboarding/mountain biking) on campus (they tore up the lawn)! And they had a segment on making apple butter that I think the student body president might have participated in.
The mountain board thing irked a lot of people because it had so little to do with W&L and was actually something W&L people kind of mocked. But hey, we still got on TV.
