You head outside and unhitch your horse. You know where that train is going, and it's a full day's ride, but that train will have a couple stops between here and there. You can be ready to meet him when he disembarks.
The ride, though long, is uneventful. You arrive at the town of Thoroughfare in time to have a bite to eat at the diner near the station. When the train pulls up, you walk to the platform. When your prey steps out, you're at his side with the cold steel of your revolver against his ribs.