ROOKI: The train that John and Constance left on at the end of the movie almost certainly wasn't the same one they'd previously used to go to Rochester. The train at the end of the movie was either the Advance Commodore Vanderbilt, leaving from the right side of the platform they were about to enter onto, or some other train leaving from the left side of the platform, whose boarding sign was therefore out of view of the camera. The train they took to Rochester, on the other hand, can be presumed to have been not the famous 20th Century Limited (whose boarding sign is visible in the background on the right side of the gate they're entering), since that was an almost-nonstop train that left in the late afternoon/early evening and didn't serve Rochester, but rather some other train, probably the Knickerbocker, that was leaving from the left side of the platform and whose boarding sign was therefore out of view of the camera. John and Constance weren't even necessarily at the same gate as before. Coincidentally, though, the gateman was the same person; and of course it was the same train station (Grand Central Terminal).
Recall that the train John and Constance had just pretended to board at nearby Pennsylvania Station was the Birmingham Special, a midday-departing train that Rome, Georgia-bound travelers could disembark from at Chattanooga in order to make a connection to their final destination. Presumably John and Constance left the platform via one of the Long Island Rail Road egresses (as one can still do today), took a cab to Grand Central, and boarded a train to Rochester not too long afterwards. The North Shore Limited would actually be a good candidate for that train to Rochester; but that can't be the one, since as it happens the North Shore Limited's boarding sign is visible in the background on the left side of the gate adjacent to the gate John and Constance are actually boarding at. The remaining reasonably good possibility is the Knickerbocker, which would've put them into Rochester at about the right time for their unannounced call on Dr. Brulov. On the other hand, the Advance Commodore Vanderbilt, which again may well have been the train they took at the end of the movie, is not a good possibility for the Rochester trip, since it left too late in the afternoon. In sum, it's essentially certain that the train John and Constance took at the end of the movie was not the same as the one they took to Rochester.