I remember their used to be a stand or store in the old Third and Townsend station that sold beer, wine and miniature airline style single serving liquor bottles that could be consumed on the train.
I believe Caltrain bans drinking on trains after Giants games or 9 pm Friday Sat.. not sure of exact times but allows s drinking at other times.
Also SP used to provide little flat boards that could be used for card games.
Some regular commuters always sat at same seats and had regular games in the "good old days" when it was mostly men in suits and well dressed women heading to the financial district