Weird because I was thinking about the missing overcoat and ripped shoe. Maybe he fell and got stuck in some very tight area. That might explain the dirty clothes. The shoe might have gotten ripped when he tried to pull it out of the tight spot. A mugger may have his overcoat. I somehow do not see him removing his shoe to beat a mugger. Too much time wasted in disrobing.
A missing overcoat is also an assumption. Maybe he left it on the amtrack or maybe he took a cab and left it in the cab. Some people just go from door to door...and an overcoat is too much.