"White"
Although not his real name, the white man who tries to kill himself is called "White" throughout the play. A middle-aged professor, White is (as his name suggests) a white man who has a knack for the English language - and the dramatic. A tremendously intelligent man, he is a deeply unhappy and unsatisfied man who has very little hope for the future. He has almost nothing that means anything to him: a wife, a job which he loves and appreciates, friends, etc.
To that end, he wants to stop his suffering and end his life by jumping front of a train called The Sunset Limited, something which "Black" stops.
"Black"
The only other character in the play. "Black" is (as his name suggests) a black man. He is introduced to "White" when he goes to the train station to get on The Sunset Limited and sees "White" trying to kill himself. Alarmed and troubled, "Black," who is a naturally caring and empathetic person, springs to the rescue and saves "White."
Although he doesn't live in the best conditions, "Black" is a kind, caring, and intelligent person. McCarthy often portrays him as a Christ-like Savior figure.