Train
The train is the place that carries each character to where they are going. It is a symbol that we all travel in the same direction ultimately: to the grave.
Baby Photo
The Woman carries a photo of her baby boy with her, thus commemorating a son whom she has just lost. We see it lying on the ground, torn. This is a symbol that she has taken her life over the loss of her child.
Jameson
We see Donnelly down a small bottle of Jameson whiskey on the train. This is a symbol of him attempting to press his pain away with the alcohol, and that there isn't enough to do so, as the bottle is so small.
Trapped
The Kid tells the story of the cow with the trapped wind. The wind inside is a symbol of how what we allow to stay trapped inside of us can ultimately kill us if we don't do anything about it.
Monkey in Window
We see a stuffed toy monkey in the window as the Kid is shot to death. It is a symbol of the innocence of this young kid having been broken.