But, a sad story: I found all of the train pieces (the game congratulated me), then entered the pit to the lab, and died shortly afterwards (IIRC a mole killed me). I respawned by the lab-pit entrance and continued on until I found the train-set thing, which claimed I was missing the last piece!!
In hindsight, I guess dying made me lose that last piece? I sort of wish they were permanent pickups, or anyway that there was some sort of UI to let me know I lost it. As it stands I don't think I can backtrack to get that last missing piece... alas. :(
I really liked the range of moving platforms/switches though, simple and charming :)