The Train Station Haunter was a ghost haunting a train station.
The Ghostbusters were called to capture him, but Winston Zeddemore had a beeper on him that activated every time they had a chance to fire at him. First, he hitched a ride on a moving train then hid in an idle train car. It is unknown if he was captured, but there are two context clues that hint that the Ghostbusters succeeded in trapping him anyway. One, Peter Venkman places a trap in the back of Ecto-1. Two, Though it is hard to see at first, smoke can be seen coming from the trap, a frequent sign that the ghost trap contains a ghost.
He apparently likes giving the Ghostbusters a hard time in subduing him.