The conductor warns the passengers in Drawing Room "A" that a lunatic is on board the train. He then announces, "I Have Written a Play", titled "Life on a Train." Oscar sends the conductor away. At Englewood, Illinois, all the passengers, especially Oscar, are thrilled that they and Lily Garland will be on the train "Together". Lily's costar and lover, Bruce Granit, fails to get off the train before it departs, and must come along for the ride. Owen and Oliver stop by Drawing Room "B" and beg Lily to return, revealing that Oscar is so poor, his theatre will be repossessed the next day. She replies, "Never". Bruce, suspicions aroused by Lily's passionate tirade, asks if she ever had a relationship with Oscar. She recites a long list of former lovers and insists that Oscar was never one of them. Still, in their separate drawing rooms, Oscar and Lily recall the relationship they once had ("Our Private World").