Songfacts®:

• This song deals with gambling, with the train serving as a metaphor for an addiction that clouds the gambler's mind when he's losing and compels him to bet more in a vicious cycle.
• "Train Of Consequences" was the first single from Megadeth's sixth album, Youthanasia. The band was near their popular peak, with the classic lineup of Dave Mustaine, David Ellefson, Marty Friedman, and Nick Menza. They wrote the songs together and underwent group therapy to keep from killing each other, something Mustaine's former group, Metallica, later did (as seen in their 2004 documentary Metallica: Some Kind of Monster).
  
  The song got a lot of airplay on rock radio, but the next single, "A Tout Le Monde," has held up as a much more popular Megadeth song.
• The music video was directed by Wayne Isham and is set on a train in the Old West, with the band in character as card players. Mustaine called the concept "a cross between Jacob's Ladder, Wild Wild West, and the poker scene from The Sting."
  
  Isham's other credits include Mötley Crüe's "Girls, Girls, Girls" and Jon Bon Jovi's "Blaze Of Glory."
• Back in October 1994 if you had access to the Internet you could hear a 30-second sample of this song before it was released on "Megadeth, Arizona," the very first website launched by a singer or band. It was the work of their label's marketing department, which spent about $30,000 to make it. Most people had no access to the internet, but it got some press that helped promote the Youthanasia album, which was the purpose. It also put Megadeth way ahead of the game when the web proved to be more of a passing fad.
• According to Dave Mustaine, some fans have a very literal interpretation of the song. "'Train of Consequences' has nothing to do with trains per se, yet a man hit by a train that lost his legs told me that the song was cathartic for him," he told Loudwire. "And a classical violinist in Chicago, too - she was hit by a train and the song spoke to her. I hear from people like that and start to realize how affective music can be in dealing with things, no matter what you intended with a song. As long as what you write is real."