The title is a play on The Monkees' song "Last Train to Clarksville".
The episode takes place in New York, New Jersey, and Pennsylvania.
While hauling coal, Peter sings "Sixteen Tons" and "Wabash Cannonball." "Sixteen Tons" was a song about the life of a coal miner while "Wabash Cannonball" was about a fictional train from the late 19th century, while stoking the engine's furnace with coal from the tender.
On the engine's cab, while the train is travelling to Oblivion, Peter mentions Asbury Park, a city in New Jersey located on the Jersey Shore.
In the script only, the ending was Slimer playing with Peter's train in the Firehouse lobby.