Shub-Rhadaman

Shub-Rhadaman is a train that runs in only one direction: to the City of the Dead. The players, as living beings, do not want to go there. They will have the lowest possible social status in the afterlife — lower even than ghostly destitutes and criminals, and those get burned as industrial fuel. In order to escape, however, they must halt the train before it reaches its sole stop. They can't simply jump off en route — the train runs through a lightless, timeless, total void.

They may wish to put some thought into who it could be that they pissed off.

(A lightly revised and prettified version of my entry to the 2019 One Page Dungeon Contest.)