It is a federal crime, with severe punishment and/or fines, to: (a) divulge what you hear to anyone who is not a party to the broadcast; (b) make use of any broadcast information for your own personal gain; or (c) make use of any broadcast information for illegal purposes or to commit a crime. Any such violations may be investigated by the FBI and prosecuted by the U.S. Department of Justice.
Many state have laws prohibiting the installation of a scanner in an automobile, or in some cases, just the possession of a scanner. You should consult your local authorities for an interpretation of your state's laws.
If you do bring a scanner with you on a train trip, I urge you to use an earphone even if you are in your own private accomodation. I can only imagine how unsettling it must be to a crew member of a train to walk by a passenger compartment and realize that this passenger is listening to communications that are intended between crew members only. I'm sure that all crew members do know that train buffs are frequently on board and have scanners. However, I don't think they give it any more thought than you give to security cameras that you know are in most stores, except when you see one pointed right at you ... or worse yet, when you see your imagine on the security monitor by the checkout register. We don't tend to think about things unless they are brought to our attention, even when we know they exist.
My own personal opinion is to keep scanners out of sight and out of hearing of anyone around you as much as possible. As far as I know, there are no rules against them other than the same rule about all radios, tape players, and games ... that they be used with an earphone to not disturb other passengers. Use a great deal of discretion before passing on information to other passengers that you obtain while listening to your scanner. First, it is likely that the crew would have made an announcement if they wished to pass that information on to all passengers, and second, you could be in violation of federal or state law to pass on such information. Also, if your activity on the train creates a disturbance, the Conductor has the full legal authority to put you off the train ... even between stations and without a refund! For the continued enjoyment of all of us that use scanners while traveling, use common sense and don't do anything that would cause Amtrak to create or enforce rules against the use of radio scanners.