There is a compass in the HUD when one is on foot or when one rides a train as a passenger.
When seated in a locomotive cab, the compass doesn't move unless one turns their head, when standing, the compass moves with the train and the head.
When in 2 or 3 outside view, the compass doesn't move at all, go figure.
Is it a bug or is it a feature? I think a compass should move both with the vehicle and the person holding it.