Official terminology

The railway terminology that is used to describe a 'train' varies between countries.
United Kingdom

In the United Kingdom, the interchangeable terms set and unit are used to refer to a group of permanently or semi-permanently coupled vehicles, such as those of a multiple unit. While when referring to a train made up of a variety of vehicles, or of several sets/units, the term formation is used. (Although the UK public and media often forgo 'formation', for simply 'train'.) The word rake is also used for a group of coaches or wagons.

In the United Kingdom Section 83(1) of the Railways Act 1993 defines "train" as follows:
a) two or more items of rolling stock coupled together, at least one of which is a locomotive; or
b) a locomotive not coupled to any other rolling stock.
United States

In the United States, the term consist is used to describe the group of rail vehicles which make up a train. When referring to motive power, consist refers to the group of locomotives powering the train. Similarly, the term trainset refers to a group of rolling stock that is permanently or semi-permanently coupled together to form a unified set of equipment (the term is most often applied to passenger train configurations).

From Wikipedia, the free encyclopedia
http://en.wikipedia.org/wiki/Train

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Note added at 55 mins (2009-07-04 16:50:50 GMT)
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informação adicional que talvez seja útil em buscas futuras, em espanhol o termo correspondente é "convoy".