What: “Happy trails, Captain.” bronze trophy
When: During Year Four (End of the Line)
Where: End of the Line, Train Station
After you learn from the Gatekeeper about the Number Nine tickets, head into the station door directly under him. Good ol' Chepito will be waddling around in a wading pool. Talk to him and say your farewells.
Coming into this room is entirely optional. The only timeline I can give you is to make sure that you do this before you mess with the toaster in the gremlins' breakroom, as this is missable.