In the CHICAGO TRIBUNE Sunday Magazine, I think it was, there was an article a few weeks ago on this very topic. They focussed on deaths on the METRA lines (commuter). Interviewed families, conductors, engineers, etc. These events appear to affect train employees profoundly.

The engineers made it a point to stress how often the suicide will stare up into their eyes at the last moment.

I think it happens A LOT, all over the world.