"Go to Tundra Express" is an objective in the Story Mission A Train to Catch in Borderlands 2
Walkthrough[edit]
Head to a Fast Travel Station and select Three Horns - Divide. This will get you as close as you can for now. The rest needs to be travels on foot. Grab a vehicle and head for the exit to the Northwest. This will take you to the entrance of the Tundra Express.
