I live in the UK. A colleague at work heard this from her boyfriend. He works with someone who said that his sister's friend got the last tube (subway train) home a couple of weeks ago.
When she got on, there were five rows of empty seats but the last row had three people sitting in it. As she was a little shy, she went and sat opposite them. She settled down, and looked up to see the woman sitting opposite her staring right at her.
So she got out her book and started to read, but every time she looked up the woman was still staring. The train pulled into the next station and a man got on. He looked up and down the carriage, took a look at her and the people in the opposite seats, and came and sat next to her.
As the train left the station the man leaned back and said quietly in her ear
"If you know what's good for you, you'll get off at the next station with me."
She was scared, but thought the best idea would be to get off at the next station as he asked, as there might be people around.
The next stop comes up, and she leaves the train with this man. The man says, "Thank God, I didn't mean to scare you but I had to get you off that train. I'm a doctor and the woman sitting opposite to you was dead, the two men on either side were propping her up."
According to the guy who told this story, the girl and the doctor called the police who stopped the train at the next station.