Comment by anonymfus

Googling "Wittgenstein missing train" returned me page 44 of "Ludwig Wittgenstein" by Edward Kanterian from "Critical Lives" series, which attributes this story to David Pinsent's diaries, but talks about "hiring entire train" instead of buying it:

https://books.google.ru/books?id=yfeJH-1KcD8C&pg=PA44&lpg=PA...

Bing returned this HN thread and a link to the relevant part of Wikipedia article where this is also stated and "Portraits of Wittgenstein, Extracts from the Diary of David Pinsent 1912–1914" are referenced:

https://en.wikipedia.org/wiki/Ludwig_Wittgenstein#Sexual_ori...