For train company, endless pain (5)
I believe the answer is:
coach
'for train' is the definition.
('coach' can be a synonym of 'train')
'company endless pain' is the wordplay.
'company' becomes 'co' (abbreviation).
'endless' means to remove the last letter.
'pain' becomes 'ache' (ache is a kind of pain).
'ache' with its last letter taken off is 'ach'.
'co'+'ach'='COACH'
(Other definitions for coach that I've seen before include "Type of bus" , "Single-decker bus" , "Trainer and bus" , "Sports or lifestyle trainer" , "Vehicle; instructor" .)