Clyde Henry Productions spent a considerable 5 years to make this short film. In the day and nights they worked, they cannot avoid the question of what message they want to deliver. Even if they chose to leave it open, they had enough time to ponder about it.
I think the message is the acceptance of death.
Our protagonist Madame Tutli-Putli, is dead already, when she boards the train. Why she doesn't instead board a ferry across the Rivers Styx? Because all these, Styx, ferry, are abstract, and subject to personal interpretation. The Greeks who invented the ferry on Styx do so because they live with rivers and ferries. A modern Canadian should take a train, as they are used to. A China man took the Helpless bridge 奈何桥 over the Yellow Spring (黄泉), accordingly. They just go through this phase in the way they are most familiar with.
Let's look at the two man playing chess. When should someone be wrapped in a case and delivered to some other place? Mail-order bride does not happen often; the usual case is delivery of bone ashes. So they are both dead, too. The chess game can be a picture of their lives: their is a loser and there is a winner, but they failed to do any meaningful move. The destiny decides. The child died with deep grudge against his enemy; we can only guess what happened.
Madame Tutli-Putli cannot leave her past behind. People like her would have her memory purged by force after-death. In typical Chinese myth the instrument for this is a bow of nepenthe soup (孟婆湯). I am guessing every culture has their instruments. And in the film, that nepenthe is a poisoned yellow gas.
She saw it coming, as she see the train stops in some lifeless woods. The Chinese equivalent is a small tavern on the road to the Yellow Spring, where dead travellers sit and sign before they drink the soup that purges their memory: in the very tavern they were told that nothing they can carry on the road onward. This is what happened in the movie: Tutli-Putli tried to write something, but soon the gas fills the train and she loses every possession. We even don't know the name of her beloved, whom she is trying to address. The struggle to carry possessions and names on board was a struggle in vain.
In the moment the poison purges memory, she sees the memory of others, perhaps because the gas takes away the memory of everyone and they were mixed. She sees that the man sitting opposite to her died and someone took his organs. He died a miserable death and she is frightened.
Waking up with all memories lost, she run aimlessly towards the light, feeling sorry that she is an empty body with no past. She eventually throw herself into a light, and thus embraced death.
She was alone when she run towards the light. Where is every other dead person? My guess is they are gone before her, and she is the last to obtain rebirth. Her burden was the greatest. Her departure with her past particularly more difficult.
What does the film say? Modern technology and superior condition of life made people live longer, but it also makes the acceptance of death more difficult. In the past, men don't decide to die. You don't go through acceptance of death, you simply die. Instead of finding death, death finds you and fall upon you. By 2007, when the movie produced, things are much more different. Men are more likely to die of cancer, which is a failure of own facility. Unlike other diseases that were boldly challenged and conquered, in this game you can fight, but you probably won't win (the chess scene). To let the audience have a look of what will happen, how should it happen, relieves you from the horror of death, which possesses you ever since you get old. To the less rapt audience, the film is rich of techniques that keeps you focused. It wins all kinds of audiences.