1. He was sitting in the non-smoking car, sipping on a tall glass of ice tea. Suddenly he inhaled an ice cube. Had he been in the smoking car, he could have swallowed some lit matches to melt the ice cube, but alas, he choked to death before help could arrive.
2. He was sitting in the non-smoking car when a fellow passenger lit up a cigarette. He called the passenger all sorts of names, but it was "ash-tray breath buffoon" that witnesses claimed seemed to be the final straw for the passenger. The passenger reached into his pocket, pulled out a handgun and shot him.
3. The train was passing through a mountain pass when suddenly an avalanche of snow came down, hopelessly burying the train. The people in the smoking car tore up their seats and used their lighters and matches to melt a way to safety. The smokers attempted to summon help, but years of smoking had taken its toll. They just weren't fit enough to run the 10 miles back to the nearest town before finally the train car collapsed under the weight of the snow, rocks, and ice.
4. Because the chicken crossed the road.
5. And lastly, because this isn't an original situational riddle, it can easily be googled:
The man was poor because he spent all his money on an eye operation. As the train passed through a tunnel, he thought he had gone blind again and killed himself in his grief. Had he been in the smoking car, he would have seen the glow of the cigarettes and realized what was happening.
Personally, I think 1-4 as well as the terminator and other answers above are far far better than the googled answer.