I'm not an attorney, nor am I a NJ resident. But this might be a place to start:
New Jersey: State Firearms Laws
It would seem to me that this covers you. However - I'd consult with an attorney in your state to be sure. Also, you may want to check with the owners/operators of the train; they may have a policy about firearms that you need to be aware of.Possession
It is unlawful to knowingly possess any handgun, including any antique handgun, without first having obtained a Permit to Carry. It is unlawful to knowingly possess any rifle or shotgun without having first obtained a Firearms Purchaser Identification Card (FID).
Exceptions: No Permit to Carry or FID is required:
1. To keep or carry any firearm about a person's place of business, residence, premises, or other land owned or possessed by him; a place of business shall be deemed a fixed location.
2. To carry any firearm ``unloaded and contained in a closed and fastened case, gunbox, securely tied package, or locked in the trunk of the automobile in which it is being transported, and the course of travel shall include only such deviations as are reasonably necessary under the circumstances'' from any place of purchase to his residence or place of business, between one place of business or residence and another when moving, or between his dwelling or place of business and place where such firearms are repaired, for the purpose of repair.
3. To transport such firearms as necessary for target practice, in the manner described in paragraph (2) above, by a member of a gun club organized in accordance with the rules prescribed by the National Board for the Promotion of Rifle Practice in going to or from a place of target practice, provided the club has filed a copy of its charter with the Superintendent of State Police and annually submits a list of its members to the superintendent.
4. To transport any firearm, in the manner described in paragraph (2) above, while traveling:
1. Directly to or from any place for the purpose of hunting or fishing, provided such person has in his possession a valid hunting or fishing license; or
2. Directly to or from any target range or other authorized place for the purpose of practice, match, target, trap or skeet shooting exhibitions: or
3. Directly to or from any exhibition or display of firearms which is sponsored by any law enforcement agency, any gun club or gun collectors' club for the purpose of displaying the firearms to the public or to members of such organization or club, provided that not less than 30 days prior to such exhibition or display notice shall be given to the Superintendent of State Police by the sponsoring organization or club and the sponsor has complied with such reasonable safety regulations as the superintendent may promulgate.
Hope this helps.