The Corleone Tahoe compound is set in Stateline, NV (the actual mansion is on the California side, a good 60 miles up the lake...). The nearest train station to Stateline NV is at the Y terminal (current Amtrak station, where US hwy 50 meets CA hwy 89), which is just right down the road from Stateline. Certainly plausible Michael and his badass old bodyguard dude could have caught a train that night, assuming that station was there in the 1950s.