During grad school, I travelled by sleeper train with my best friend and two women he was in an opera production with from New York through Chicago (the Lake Shore limited) to Seattle (Empire Builder) down to San Fran (I think it was called the Starlight or Coastal). The scenery was stunning, by the way, both in and outside the train. We ended up switching off the ladies, pretty much each night. It was a complete blast. Everyone knew it was all a temporary arrangement, the train setting made it romantic and gave it that frisson of sexiness. It was incredibly fun. (For the record, there were no three or foursomes during the trip, although both my buddy and I had separate threesomes with the ladies before we departed San Fran.)