Well, it starts with a brother and a sister, and the sister is about, I don't know, 10? They are on a train, and its like, a anime. I'm pretty sure the little sister dies later, too. If anyone could find this movie title, it would be greatly appreciated!

Is it Grave of the Fireflys?

Grave of the Fireflies (1988) - IMDb

I don't remember if the little girl dies, but I do remember seeing a scene of them both riding a train near the beginning.

Good Luck!