this.options = someObj;
this.collection.each(this.trainNav, this);

trainNav: function (model) {
    model.set({ feature: this.options.feature });
    new Views.TrainNavItem ({ el: '#train-nav', model: model });
},

Cannot read property 'options' of undefined

this.options = someObj;
this.collection.each(this.trainNav(this));

trainNav: function(context){
    return function (model) {
        model.set({ feature: context.options.feature });
        new Views.TrainNavItem ({ el: '#train-nav', model: model });
    }
},