I suppose I'd give him a couple of weeks or more notice before cutting off the rides. After all, he's reasonably come to believe you are able to pick him up.
You could say something like, "It's really becoming a problem for me to pick you up at the train. You're going to need to find another way to get home. I can do it for the next couple of weeks, but after that, you will have to have other arrangements in place."
Just out of curiosity, how does he get home the other nights of the week? How does he get TO the train in the morning?