2 or more empty boxes from cereal, crackers, etc.
yarn or string
Tape tops and bottoms of boxes shut.
Lay flat on the table and cut out a big hole in the top. Any size and shape you want the opening is fine. I usually do a nice big square so there is plenty of access to get toys in and out.
Poke holes in the edges of each box. You may want to reinforce around the hole with tape.
Then use lengths of yarn or string to attach the 'boxcars' of your train. I like to keep the boxes pretty close together and use a longer string with a looped handle or a handle made out of box fragments.
Decorate it with stickers, etc. and give your favorite teddy, books, cars, or shoes a ride!