in trains, when they have different carriages that you can walk into, why do they have doors on them? Why not just have an open train?

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This is for trains in the UK that are near London, I don’t know if it’s the same in other places.

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The train cars can be disconnected and reconnected in various ways. Without doors, the train configuration would be fixed.

Because of weather. People don’t like to be cold or wet. Not to mention protection from other things such as mechanical failures. If something comes loose, you at least have a small amount of protection that could help.

There are several reasons. Train cars are often disconnected and reconnected to each other. So you need a door where there is no connection or it is connected to a non-passenger car. The ability to disconnect also makes it very hard to seal the cars to each other. So the space between the doors, between the cars, tends to be partially open to the elements through gaps in the seal. Without the doors the inside of the car would get quite hot/cold, dusty and noisy. But even within a car there might be doors. These are primarily to make sure that noise from the passengers do not spread to the entire car or even neighboring cars. Just imagine having to listen to a crying baby from the neighboring car or juveniles taking the train to a party.

Having a articulated connection is much more complicated and expensive to build and maintain.

If by open you mean no doors and a continuous corridor between modern carriages:

Noise attenuation and its cost. The door is soundproof. Outside the train there’s 90 decibel.
The connection between carriages is where the noise gets into the wagon.

When necessary, like a metro train, you can build a fancy flexible joint but it cost a lot. Having a continuous space allows people to board and walk to another wagon easily, so they can look for a free seat. When you are expected to stay seated for a long travel, on an already reserved seat, there’s absolutely no benefit into spending that much money to have a connection no one walks through. Money better spent in a good door to keep even more noise out.

There are trade offs, and some vehicles have something in between an open path and a door path. Like, having light automatic doors with a semi soundproof connection.

Old school trains did prefer doors so they have a quicker time to assemble the train. Let’s say it was rush hour, they could add one or two extra carriages in minutes. Flexible joints can’t be disconnected or connected outside of a maintenance shop.

New school of thought is to make fix lenght trains, and change how many trains per hour you send down the route to compensate for rush hours. In this case, you can permanently connect carriages with flexible soundproof joints, as you don’t ever need to change train lenght.