The real story: After the creation of Ultron, he destroys the avengers and most of humanity. The lady of the train is a billionaire friend of Tony Stark's, and decides to build the train in order to keep the survivors location anonymous and always moving. Captain America survived but has no memory of himself or the past (hydra puts in fake memories and brainwashes everyone to forget. Train lady works with hydra. Cap still is the hero and retains his leadership abilities and tries to save what's left of humanity's forgotten freedom.