-When you first reach the subway station, look for a cluster of vending machines for coins and tickets. On top of one of those machines is a newspaper telling of a man who was killed, presumably by accident, by a train. Later, once you start descending levels, you will come across a stairwell that has an occult magazine lying on the ground. Read it to hear a description of how the ghosts of those who commit suicide or those who died by accident often come back to haunt the places of their death, and will either come to people for help or take revenge on them. If you read both of these articles and descend the steps, Heather will walk down to the subway track, and a tiny intermission sequence will ensue which has a ghost push Heather onto the train tracks. You must turn around quickly and climb back up, or you will be killed by an oncoming train. Note: That this occurred in the Extra New Game mode.
-For this to happen in Normal mode, you only need to look at the newspaper on the ticket vending machines for the sequence to happen. You do not have to look at the magazine.