In the scene right after the train breaks down and the passengers have to grab their belongings and walk a mile or so, John Candy is wearing a blue coat as he carries his large trunk. At some point in this scene, there is a long shot of him from accross the field and you can clearly see that he has the hood of his jacket wrapped snugly around his head. The very next shot of him is closer and you can see that he has his hood off.