Where could Mr. Mallard have been since he wasn't on the train in "The Story of an Hour"?
The answer to this question is highly speculative because we know very little about Mr. Brently Mallard in Kate Chopin's short story The Story of an Hour.
We can only speculate because the entire story is told from a third person narrative omniscient point of view that explores merely the feelings and emotions of his wife, Mrs. Mallard.
We do know this: Brently Mallard is the breadwinner of the family. We know this because it is clear that Mrs. Mallard stays home all day due to the weak heart condition that she has.
We also know that he must work far enough to need to use a train to commute, being that the story is set in the 1800's during times when engaging a handsome or a cab was the most common method of transportation.
The last thing we know for sure is that he is not dead, as everyone assumed. We know from the story that he arrived home late, but also
"a little travel-stained, composedly carrying his grip-sack and umbrella"
This could mean that he was late coming home because he is probably working extra hours in order to be able to keep his household and his sick wife. We can also assume that he missed the train for being late, therefore, he had to walk half the road in order to make it home whenever he could.
It is highly unlikely that Brently Mallard was cheating on his wife, nor doing anything improper. After all, he seems to have a genuine concern with getting home to his wife. Hence, chances are that the poor man simply got caught up at work, and had to walk home all the way, or at least half of the way from work.