What was the name of that movie, starring Johny Depp?

I^m not quite sure how old the movie is , i think they made it in black and white. Johny literaly takes a trip on a long train ride, im not sure if the movie sets in the past or if the train takes him in the past. This movie was strange! I rented it awhile back on netflix,i want to rent it again.Does anyone no the name of this movie?