The runaway begins in Helsinki and continues all the way to Malmi. The main idea is to stop at every station in between the start and the end. You will collect stamps from checkpoints to your appro-pass and you must get at least one stamp from every station. The last checkpoint is held by Hattara at Malmi. From this checkpoint you collect your Runaway train -overalls badge.
Just remember in order to get your Runaway Train -overalls badge, you must have a minimum of 8 stamps in your appro-pass so, jump on board.