It's very cool to watch one form and move. It's also very scary at the same time.
Each time I've seen one while in a car, it's been bad weather out and we've been heading home. Now that I think about it, I was actually driving once when i saw one. I was already freaked out about driving in really bad weather. Seeing that tornado while driving a Ford Econoline van with 6 other people in the car really didn't help to ease my mood.
The one time on the train, I was with a boy scout group heading out to Philmont Scout ranch. We were moving through one of those Central Plains states (no clue which one).