You (hopefully) do it in various parks and nature preserves, and you're expected to do it on trains, too -- take your garbage out with you. That includes the wrapper from your Burger King Whopper, the soda bottle with a sip or two left in it, even the newspaper you've finished reading. (You may offer the latter to your seatmate but if she declines, take it with you.)
Most of all, don't park your discarded chewing gum under your seat or on the back of the seat in front of you. Can we say "gross?" Gather all your trash when leaving the train and drop it in one of the garbage containers on the station platform.