After Mark Twain hints at the mysterious passenger in the last car, you go to the Pinkerton Security car, where you find a Rube Goldburg-esque system. Once you've maneuvered through the system, you find the Pinkerton Thug sleeping beside a cage. Beside the cage is a food dish reading "Coco". The food dish contains some sort of meat. Glowing eyes are the only thing you can see in the cage.
Once you've talked to the President and are given clearance to the security, most of the system has been taken down - however, Coco remains.
- Coco could be a cat or wolf, based on its eyes and food.