Gregory Horror Show: The Last Train Episode 15: Kanashiki Yuujou
Episode 15 of 26 of Gregory Horror Show: The Last Train, aired January 14, 2001, 3 minutes. Available with English subtitles and dub where released.
Episode summary
The third series, The Last Train is set with 26 stories during a bizarre train ride that Gregory embarks upon. (Source: AniDB)