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You'd think in a city like London, which is bustling with people, that you'd never feel alone. But many people do. It can be like swimming in a sea of strangers, and it can feel intensely lonely. Despite having a lot in common, the female characters in The Girl on the Train don't really interact with one another in a friendly way. Hence the title The Girl on the Train instead of Girls on the Train. There may be a whole crowd of commuters, but Rachel feels entirely alone.
Rachel's alcoholism is once again a brutal spiral. She drinks because she's alone, and no one wants to spent time with her because she's drunk.
Megan has the courage to run away at the end only because she's not by herself: She's pregnant again.