Platform 3 East

Continue east on the eastern side of Platform 3 until the camera angle changes, revealing a door on the tracks with a red glow above it.

Drop down onto the tracks.

Warning: Avoid exploring anywhere but the door, as you may die by subway train.

Head left to the door on the tracks; you will find it has a broken lock.

A train horn will sound, and Double Heads (monsters) will appear on the tracks.

Act very quickly and do not waste time fighting the dogs.

Run right past the Double Heads and climb back up onto the platform (press X).

Note that you cannot climb up right beside the railing, but rather a bit past it.

A cutscene (an in-game cinematic) will play just as you try to climb.

Heather will narrowly avoid getting hit by the train.

The train then comes to a stop, and its doors open on the very last car at the back.