I almost missed my train stop yesterday because of this. I think the train works particularly well for me because:

  - It's a routine, so I can plan a difficult job to work on
    as I'm walking to the station
  - There's no internet, so no HN/other distractions
  - It's normally quiet

One thing I've noticed is that I can only get into the zone if I've got a hard enough problem to work on. I don't seem to be able to do lots of easy problems as efficiently as one large one.