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Most medium-to-long distance trains in Europe have 1st class compartments. These can range from just being quieter because of the increased price, to spacious seats with complimentary food and drink. Italian high speed rail has business class with hireable meeting rooms[0]

[0] https://www.trenitalia.com/it/le_frecce/frecciarossa-per-il-...

The Paris métro had it until the early 90s, although it had been not so well enforced by the time they got rid of it.

https://www.messynessychic.com/2014/12/04/that-time-the-pari...

It's reasonably common on regional trains in Europe, meaning the trains that don't stop at every station within a city, but do stop at many or all of the stations between two large cities. (The intercity train only stops at the city.)

I've never seen it on a purely urban or suburban train within Europe, but then encountering a "screamer or crazy person" is something that happens perhaps once a year, and only if travelling at unusual times like at night.

I think German and Hong Kong have them.