Classic iterator

class Trem(object):
    def __init__(self, vagoes):
        self.vagoes = vagoes

    def __iter__(self):
        return IteradorTrem(self.vagoes)

class IteradorTrem(object):
    def __init__(self, vagoes):
        self.atual = 0
        self.ultimo_vagao = vagoes - 1

    def __next__(self):
        if self.atual <= self.ultimo_vagao:
            self.atual += 1
            return self.atual
        else:
            raise StopIteration()


trens = Trem(10)
for vagao in trens:
    print(vagao)