You just split off the hindmost car at each station. Or for those who enjoy spoon-feeding: Say you have a train line with 8 stations, call them station 0..7. Typically, station 0 and 7 are big cities, station 1..6 are small ones. Start the train at station 0 with 6 cars, call them 1..6, where 6 is at the front of the train, 1 at the back. If you're going to station no. n, get into car no. n. If you're going to station 7, get into any car. Car no. n gets split off from the rest of the train at station no. n. The split-off cars continue their journey after their stop and join up with previously split-off cars from the same train once they regain cruise speed. At station 7, the whole train stops.
Advantage: All stations 1..6 get connected nonstop to cities 0 and 7, while passengers going from 0 to 7 only need to stop once. Of course, this requires each car to be motorized and automatically controlled. Also, it only works if you're going from station 0 to n or from station n to 7, not from n to m. Additionally, the idea is surely not original so feel free to google that for me.