"Last Train to Trancentral" is a song released, in different mixes, as a series of singles by The KLF, including "Last Train to Trancentral (Live from the Lost Continent)", a commercially successful single of April 1991 that reached # 2 in the UK Singles Chart and achieved international top ten placings. "Last Train to Trancentral" is a central song within The KLF's work, and is distinctive for an uplifting string-orchestrated break. "Last Train to Trancentral" is related to The KLF's unreleased earlier tracks "E-Train to Trancentral" and, from the 1989 soundtrack to their film The White Room, "Go to Sleep".
Both the film and the soundtrack were abandoned in 1989, due to spiralling costs and the commercial failure of the soundtrack single "Kylie Said to Jason". However, much of the musical material was salvaged and substantially remodelled to form the basis of their later, commercially successful work. In particular, bootlegged copies of "Go to Sleep" reveal many chord sequences and melodies later used in "Last Train to Trancentral".