On this page of our guide to Uncharted 2: Among Thieves you will find a detailed description of secrets and collectibles available in Chapter 12 - A Train to Catch. Our step-by-step walkthrough explains how to find all (5) secrets hidden in the 12th chapter of the main campaign.
The first secret is located in the area where the first battle with opponents takes place - right at the beginning of this level. During the elimination of your opponents, you will be forced to defeat a black dressed opponent with a shotgun - in order to acquire any weapon. Just behind him, in a dark alley, there will be a hidden treasure (under a hatch with bars).
The second secret is located nearby the first one. You will find it on the fire escape stairs (at the very top). You will use these stairs to jump to the roof of the higher building.
The third treasure has been hidden behind a closed gate that has to be unlocked. This way, Elena will be able to continue the adventure. You'll collect it after the battle during which you had to hold and hang on signboards. After the journalist leaves the bridge, return to collect the treasure.
You'll get the fourth treasure by descending on a rope to the wagon depot. Once you've landed on the ground, walk along the train to the end. The item lies on the ground, by the green railcar.
The last treasure was placed on an air conditioner hanging over the entrance to the big hangar (you have to push a cart to get it). However, in order to get it, you have to climb the wagon cargo crates and then reach a yellow footbridge. This way you'll be at a higher level and get closer to the pipes attached to the wall. Walk on them and on the metal bars. Then jump on the air conditioner.