It looks like it was shot from another train that was following the pictured one. There may have been additional lighting, but the train could have just been illuminated by the headlights of the train behind it.
There is a third train running parallel to the train that is ahead of the camera train, throughout the entire trip. It almost looks like it has an array of fluorescent tubes or mercury vapor lamps.
Sometimes the train with the lighting rig gets a little bit ahead of its subject, which is why the train being filmed gets dark from time to time, but you can see this rig clearly at the beginning, and towards the end, the camera train pulls close enough that you can see the staff on the lighting rig train walking about its platform.
It looks like the third train is pulling some kind of open car behind it that has the lights mounted on it. At about 3:50, you can see a guy step from this rig into the back door of the train that's pulling it.
