Perdition Found in a Railcar (WT 95)

A thief and scoundrel who once rode with Quantrill's raiders in the Civil War wants the secret of eternal life. He confronts a seeming rich man traveling in a private railcar and finds more than he bargained for.
Published in MIDNIGHT TRAIN, an anthology edited by Dorothy Davies.

This is the third story about Cain (of the biblical Cain and Abel) and Death as a character. It is set in a RR car in 1876.
The first story was "Dogs at Midnight" set circa 2010.
The second story was "Bodies at the Buoy" set in 2020.