The helicopter that Banacek takes off in from the train has a registration number of N4795R. When he lands from the same flight, the registration has changed to N7982J.
The heist wouldn't have worked as described. As soon as the train cars were decoupled, the loss of air pressure in the braking system would have caused the train's brakes to be applied. It's possible an air line could have been run in parallel with the cable, but it wasn't mentioned in the exposition and it would have needed to be set up before the train started moving as any loss of air pressure causes the brakes to be applied as a safety measure.
When the helicopter was idling and then taking off from the railroad yard, the sound of a piston engine is heard. But the Bell 206-2 JetRanger II has a turbine engine which sounds much different.