Mystery Train is also the name of a couple of
used record stores in
Massachusetts. There are three, as far as I know: one on
Newbury Street in
Boston; one in
Gloucester, presumably the headquarters; and one in
Amherst. At one point in time, there was also a store near
Harvard Square; it has since disappeared into the
annals of time.
The Boston and Amherst stores both have a fine collection of used CDs, records of all sizes, and often video and audio cassettes. The Amherst store does a great job of supporting local bands and will often host small shows. Plus, the people who work there are very nice and hip and will occasionally compliment you on your purchases.
I've never been to the Gloucester store, and I'm not entirely sure it's related to the other two. But it's the store with the website; if anyone knows, /msg me.