The Malaysian state of Sabah on the island of Borneo has had a rail system for well over 100 years. Begun in 1896 and completed in 1898 (and then expanded later), the North Borneo Railway initially served to transport tobacco to the coast for export. Much of the railway was destroyed during World War II, and there was limited success in reviving the line in the decades afterward. After a short period in which it was used primarily as a tourist attraction (pulling passengers with a steam locomotive), it now exists as the Sabah State Railway and functions as a relatively low-cost public transport system. At the present time a one-way trip from Kota Kinabalu to Beaufort (roughly 2 hours) costs RM4.80.
If you have a half-day or so to kill, why not take the train to Beaufort and back? The train leaves the station in KK at 7:45am, and after an hour's layover (plenty of time to wander the small town and grab a cup of coffee), heads straight back to KK. The ride is usually air-conditioned and gives you a nice view of the Malaysian countryside (and occasionally, the coast). All for less than RM10, can't beat that! If you want to go further, take a short layover in Beaufort and then continue on south to Tenom, passing through the scenic Padas River Gorge (whitewater rafting, anyone?). If you go to Tenom you will have to overnight as you cannot go all the way there and back to KK the same day.
This cache is located outside of the train station, so no ticket is required to access it. You're looking for a small tupperware-style container with room for trade items. First to find gets a U.S. $1 coin! I've also put in some "railroad ties" from a train-themed board game.