After almost 4 hours, the train will arrive at La Raya, a picturesque stop at 4321m (about 14,200ft). Fortunately for some travelers (thank god not me), the train carries oxygen supplies. A lot of people get altitude sickness up here. Some have trouble breathing; get dizzy, nausea or other unpleasant symptoms. Since you are coming from Cusco 3300m (or Puno 3900m), you will probably already be used to some altitude. In any case you should have taken some medicine with you (Diamox or others).