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The Collaborative International Dictionary
Through train

Through \Through\, a. Going or extending through; going, extending, or serving from the beginning to the end; thorough; complete; as, a through line; a through ticket; a through train. Also, admitting of passage through; as, a through bridge.

Through bolt, a bolt which passes through all the thickness or layers of that which it fastens, or in which it is fixed.

Through bridge, a bridge in which the floor is supported by the lower chords of the tissues instead of the upper, so that travel is between the trusses and not over them. Cf. Deck bridge, under Deck.

Through cold, a deep-seated cold. [Obs.]
--Holland.

Through stone, a flat gravestone. [Scot.] [Written also through stane.]
--Sir W. Scott.

Through ticket, a ticket for the whole journey.

Through train, a train which goes the whole length of a railway, or of a long route.

Wiktionary
through train

n. a train that travels a long distance without any stops

Wikipedia
Through train

A through train (also through service, run-through service/train) is a concept of rail transport ( commuter rail, subway systems, and mass transit) that involves a change in the operating provider of the line, or a change in the identity (usually operational) of the line, at a specified boundary, on a regularly specified schedule (not random). This is usually accomplished through compatible infrastructure—identical track gauge and durability issues (although variable gauge trains do exist, they tend to be expensive), rolling stock dimensions, curve speed and signaling compatibility, train station dimensions (to avoid damage to rolling stock), tunnels and bridge dimensions and maximum weight, and power requirements. The exact terminology (and definition) vary as usage; in the case of National Rail of the UK, a through train is one which may be used by a passenger to make their entire journey without changing trains.

Usage examples of "through train".

On the main line a through train roars through at about seventy miles an hour.

This was a through train, no stops for whole States at a time, and an act of courtesy now would have come too high.