Train is a Kansas City Southern, headquartered in Kansas City, MO (USA), enroute to Mexico and filmed in Mexico. - In the USA, these are called "Torpedoes" and were used by the crew of a stalled train to warn oncoming trains of a serious predicament. If an engineer (including drivers in Europe) heard one go off, it was hit-the-brakes immediately, knowing the track was obstructed ahead. These nifty devices were (and may still be) part of a standard breakdown kit onboard locomotives. **At festival times, the Mexicans make their own, as we witness here.