Covert Ops: Nuclear Dawn
Also known as Chase the Express in PAL and NTSC-J territories. An amazing game from PS1 era. It has total of 7 different endings, which are decided by some of your ingame decisions, also each ending determines where the train trip will end. I went through A scenario and got best ending. Game then gives you option to play scenario S which has some different boss battles and also one extra level off the train where you play as Christina. I've included both scenarios with their best endings as separate videos.