Look at Chessmate.com on web. They have several quality sets. the one i have is of the magnetic flat variety that folds into a wallet size you can keep in your top pocket. I keep it by my bed so i guess you can use it on the train. Believe me, you can't just nip on down to the shop and buy one in U.S. either. The great advantage of the web is that you can see a variety of stuff from all over the world and buy what you like without tax surcharges or store overheads. Pure capitalism. All you have to worry about is postage and that can't be too much for such a small item. Good luck!