Some commuter rail lines in the U.S. are designed to only cater to commuters. So they may not run any train into downtown at night, or they may stop running well before the shows end at night, so there's no way to use the trains to get back home.
In Japan they might be a little delayed. In Boston the trains just don't come at all. One time I was stuck on a train for four hours because a switch was frozen (normally a 40 minute trip).
I don't understand how a train may not be on schedule. There's two rails on which the train runs in completely deterministic matter, unlike air or car traffic.
A station becoming unexpectedly busy may have knock-on effects (e.g. taking longer to make your way through and thus missing a train), so it might not be a net benefit.
There are very few nighttime trains and it would take me a good extra hour to get home even once I caught one of the sparse trains. If I had to take the train in for a play I'd simply pass.
Chicago is the exception here, though. It's the core hub of the entire system, and there are no trains that pass through Chicago. A Chicago train will nearly always leave on-time, unless there are equipment issues.
1. Such train may not exist.
2. Train at more convenient time could be fully booked.
3. Train at more convenient time could be significantly more expensive.
The issue isn’t who runs it, it’s that the trains don’t have tracks to reasonably run on. Elsewhere, when passenger trains are delayed, every effort is made to get them back on time again - in America, they’re left for hours in a siding while freight trains go by.
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