This is a tip for the very last mission. Does include a few objectives/spoilers though.
Before you destroy the final vehicle, or kill the last person, find the anti-tank rifle, the AT Rocket gun, anti-tank grenades (don't have to get as close to the train as the mines or dynamite). And a gun that can easily kill infantry. Focus fire on one part of the train and should be able to destroy it with just these tool + maybe one other from a weapons crate. Or use an artillery cannon if it in site as you don't want to be on it for too long other wise the mortars will get you.
I first did this on normal and died a fair few times. Once I did it a second time on hard, I was equipped with these items and I destroyed the train on my second attempt.
Also, for the codex where you need to destroyed all 3 cars undecteceted, throw 1 stick of dynamite under neath each car and let'em blow. You may been to take out a few shoulders to do this, silenced weapons are your best friends for this.