McCree hitches a ride on a hypertrain illegally, taking some time to relax atop it while smoking a cigar. Soon his reverie is interrupted by the arrival of several helicopters who deposit a boarding party aboard. From the looks of things, it appears to be an operation conducted by Talon.
Despite guessing he'll be blamed for the whole mess, McCree still enters the train to protect the passengers. When a passenger is almost killed by one of the Talon agents, the terrified man informs him that whatever Talon wants is in the rear of the train.
McCree makes his way through the train. Though one of the agents requests backup after witnessing McCree's stunning marksmanship - while recognizing him - this request is denied momentarily when the train enters a tunnel.
Knowing he'll be swarmed and likely overwhelmed by another influx of Talon operatives, McCree takes a moment to find the conductor. The man leads him to the compartment that contains whatever Talon wants. Within is something that glows in a pink-purple light. Rather than risking the lives of the passengers, McCree takes the object and throws it off the train. Talon abandons their plans to insert any more operatives, happy to peel away to recover the object.
Just as he guessed, the news blares with a reporter informing the public that McCree was the one to hijack the train. McCree takes a moment to relax, shrugging off the inevitable report and requesting the conductor delay their arrival at the station so he has a chance to disappear.