The main conflict in "The Train from Rhodesia" is the tension that exists between social classes. The train itself pulls up to a poor village next to the train station. The train is full of wealthy white people, and the village is full of poor natives.
As the train sits in the station, the villagers desperately try to sell their handicrafts to the people on the train. The train itself emphasizes this divide, as the villagers never get on the train, but simply run up and down beside it. The text says "all up and down the length of the train in the dust the artists sprang, walking bent, like performing animals, the better to exhibit the fantasy held towards the faces on the train" (Gordimer). The people in the village can smell the food being cooked in the train, although the people in the village are starving. The people in the village desperately try to sell their goods and make a living, while the people on the train are only thinking of getting a bargain (although they can certainly afford the wares being offered).
The story focuses on one interaction in particular, that of a young woman considering buying a wooden lion from an old man. She concludes that she doesn't need the trinket and that it is too expensive. She also thinks about how absurd the lion would look once she takes it out of its own context and tries to find a place for it in her foreign home. Her husband, however, runs back and buys the lion at the last minute for a drastically reduced price.
The woman in the story is starting to recognize the class conflict, and these actions from her husband make her feel ashamed and uncomfortable. After her husband buys the lion, she exclaims "If you want the thing, she said, her voice rising and breaking with the shrill impotence of anger, why didn’t you buy it in the first place? If you wanted it, why didn’t you pay for it? Why didn’t you take it decently, when he offered it? Why did you have to wait for him to run after the train with it, and give him one-and-six? One and six!" (Gordimer).The woman in the story is starting to realize how terrible and absurd the situation is. She feels uncomfortable with the fact that for her, she and her husband are just haggling for a useless trinket, while for the old man each penny could represent the difference between life and death.
The woman struggles with her own internal conflict about these feelings, and the larger conflict for everyone is the drastic divide in social class.