I've not been on a train where it's happened, although about two years ago somebody that got in the way of the commuter rail train in front of mine (not sure if it a suicide or an accident). The delay was "at least two hours" so I didn't bother waiting but took a different line and found a family member sufficiently bored to come get me and drive me the ten miles home from the station nearest to their home.
While driving, my father had somebody run in front of him at about 4:30am. My father swerved and missed him, and found a gas station about two miles away to call the police. He drove back to the scene and unfortunately the person had succeeded in his mission and the police had just arrived. The guy that hit him was SO happy to see my father, because it made the case an open-and-shut suicide.