We used to take the Bergen-Oslo train to Myrdal then take the corkscrew train through the hill ti Flåm to go ice climbing. To catch the Flåm train back up, we used to stand at the side of the track and flag it down. The conductor would get the Flåm train to stop wherever we wanted on the way down, it was very civilised.
To get the Oslo-Bergen train to stop on Hardangervidda, we used to stand in the tunnel and wave at the driver. It was fun and a bit freaky watching the train blow clouds of snow through the dark tunnel when it was coming towards us.