This is a very obvious answer, but Amtrak does have their own rewards program. It's revenue based (something like 2 points per dollar) but they often do all sorts of promos (double points, a 200 point bonus), you can get 500 points for referring someone (there's a Conga on Flyertalk), and they do have their own shopping portal, which I find quite lucrative.
Also, I believe some travel rewards credit cards (such as the Barclay travel rewards card) allow you to apply the points you earn towards anything that qualifies as travel, which includes trains.