Older sister Maeve and younger brother Darby live in a strict, cramped orphanage and everything sucks. They hear that out west in California, it's a land of freedom and opportunity, so they run away from the orphanage to a train station to catch a train like the hobos do. They get separated and Darby ends up in a creepy part of the station. He sees a train marked 'Westbound' and thinks his sister might be on it, but the train starts moving and he's stuck. Maeve finds him and sees him on the train, but can't catch up. She can't follow the tracks either because they disappear.
(In losing Darby, Maeve is now completely free to do whatever she wants without the hindrance of taking care of him, but she wants her little brother back.)
A nearby hobo sees Maeve chase after the train and tells her that once you're on the Westbound, you're a goner. He just started the hobo life, so he can't tell her too much about it, but if she can find the Legendary Hobos, they'd definitely be able to help her.
Maeve finds one of the Legendary Hobos and learns that the Westbound takes you to the Hobo Underworld. Anyone can ride it, but to come back you need enough enchanted Hobo Nickels (maybe to buy a resurrection ticket or something). A Nickel will have the face of the Legendary Hobo it came from on one side and a hobo symbol indicating some kind of powe/abilityr on the other side. So, Maeve travels around to challenge the Legendary Hobos and earn enough Hobo Nickels for herself and Darby to get back. (Easy to die, harder to come back)
There's an opportunity for mini-games in the towns in the areas the Legendary Hobos are.
The final legendary hobo tells Maeve where the Westbound will probably stop next. She finds it, hops on, and goes down to the underworld. She finds Darby, but loses a Nickel or has to spend one in order to actually get her brother back. Maeve and Darby have to work together to earn the final coin, maybe they have to battle hobo Satan.
The siblings win and use their coins to leave the underworld on a train (Westbound? Eastbound?), which drops them off in California.
*Maeve: Hobo Slang for a young hobo, usually a girl. Also Irish for 'she who intoxicates' in reference to a queen in Irish mythology
*Darby: Irish for 'free from envy'