One theme in Edna St. Vincent Millay's "Travel" is the tendency of the imagination to step in as a substitute for self-gratification (and its failure sometimes to fulfill). There is a tension between the speaker's wanderlust and their inability to get away. And since travel is somehow denied to the speaker, their imagination must conjure up dreams of travel to settle the tension.
The speaker lives far away from any train tracks, maybe in the countryside. During the day, her desire to get away is so great that she can actually hear the whistle of a train where there are no trains. And though silence blankets the night, she can hear the train's engine steaming and see the glow of the coal burning, "its cinders red on the sky" (7).
The repetition of "there isn't a train" in lines three and five highlights this lack of access to travel, and in lines four, seven, and eight, the imagination steps in to soothe her with a whistle, a light show on the night sky, and a steaming engine.
The speaker repeats "there isn't a train" a third time in line eleven—at the turn of the poem. Here, again, the imagination proves to be an ineffective substitute for all the places and things and friends traveling would connect her to in real life. Despite the imagination's attempts to fill in the blanks, the speaker says desperately, maybe precipitously, "There isn't a train I wouldn't take, / No matter where it's going" (11–12).