Here is a shot of me on the TranzAlpine viewing platform. This is the kind of garb that kept me reasonably warm while the train zipped along at the end of our winter. Under the light breathable coat I wore a polar-fleece jacket, polar-fleece top, and a thermal t-shirt. Note fingerless gloves and warm hat. A scarf to fend off Diesel soot and other dust would have also been a good idea. The airconditioned carriages can be quite warm, so a layered approach is probably the best way to go.
This shot was taken by my partner with a Canon A80 (my shots were taken with an S2 IS).