The Transcontinental Express is a large train route that joins the east and west coasts of North America. It travels between San Francisco and New York, via Salt Lake City, Cheyenne, Omaha, Burlington and Chicago, a journey which takes 7 days.
The train, which is on its inaugural journey, soon becomes a target for the wild west outlaws operating across its route - including the infamous bandit Jesse James. Passepartout learns this from Felix Granger, a suspicious man whom he meets between Salt Lake City and Cheyenne. By confronting him, Passepartout learns that Granger is actually a Pinkerton Agent who is riding aboard the train after receiving a tip-off.
The attack does indeed occur between Omaha and Burlington, with Jesse James boarding the train and demanding its wealthy passengers (including Mr. Fogg) to hand over their valuables. Having spoken with Granger earlier, Passepartout can avoid having their belongings stolen by hiding them.
One might also encounter another real-life historical figure on the train; Esther Hobart Morris, the first female Justice of the Peace in the United States, can be seen on the platform in Cheyenne, presumably consulting with Granger about the impending attack