The Iron Horse S01 E23 Appointment with an Epitaph

Six people from a stagecoach board Calhoun's train, all in fear for their lives after being followed for miles by a notorious gunman, who also boards the train. Calhoun puts him off, but he keeps following, and won't reveal which of the people he has been hired to kill, leading each of them to paranoid fear which may be a worse killer than his gun.