I didn't like the train one. Some of the dialogue was good, especially Julie Hesmondhalgh's character, but the pooing in the box was uneccessary and the conclusion felt a bit boring. I guess each episode has a different main writer? I missed the last series.
I wasn't upset at the end of the Sheridan S one exactly, it just made me feel uneasy and found it depressing. One of those things where you feel like you should watch something fluffy afterwards to cleanse your palette.