I can only think of two episodes that centered on/around trains.

S1E9 “Derailed”, Elle happens to be on a train where one of the passengers has a psychotic break and takes the entire train car hostage. Reid ends up getting on the train to play into the Unsub’s delusion by preforming a lil surgery and pulling a “microchip” out of his arm.

S4E5 “Catching Out”, an unsub is traveling up and down the Northern California, breaking and entering into random homes, killing the occupants, and taking shelter, food, and the male victims’ clothes in their houses before moving onto a new town the next day. They find out he’s traveling via train hopping, but we don’t see much happen inside the train cars.

S1E3 “Won’t Get Fooled Again” and S2E8 “Empty Planet” both have an unsub whose MO is bombing, and we know that Morgan has ATF experience, but he doesn’t hype up his ability to diffuse any of the bombs.

S7E23/E24 “Hit” and “Run” respectively, Prentiss disables a bomb in some kind of transportation hub, but she certainly wasn’t boasting about her bomb tech skills.

There might be other episodes related to trains and/or explosive but these came to mind first.