I'm trying to remember the title and author of a short story about a guy in a bar who wants to catch the train out of town. By the time he gets up, the bartender tells him the last train just left. The guy says he will catch the first train tomorrow but the bartender says something like "You don't understand, that was the LAST train."
Fredric Brown, The Last Train.
For the first time he turned and Haig saw his face against the crimson, blazing sky. "You don't understand," he said. "That was the last train."