"Last Train to Trancentral" is a song released, in different mixes, as a series of singles by The KLF, including "Last Train to Trancentral (Live from the Lost Continent)", a commercially successful single of April 1991 that reached # 2 in the UK Singles Chart and achieved international top ten placings. "Last Train to Trancentral" is a central song within The KLF's work, and is distinctive for an uplifting string-synthesiser break.

"Last Train to Trancentral" is related to The KLF's unreleased earlier tracks "E-Train to Trancentral" and, from the 1989 soundtrack to their film The White Room, "Go to Sleep". Both the film and the soundtrack were abandoned in 1989, due to spiralling costs and the commercial failure of the soundtrack single "Kylie Said to Jason". However, much of the musical material was salvaged and substantially remodelled to form the basis of their later, commercially successful work. In particular, bootlegged copies of "Go to Sleep" reveal many chord sequences and melodies later used in "Last Train to Trancentral".

One month prior to the "Pure Trance" single release, many of the same core elements were also used in ambient form during the tracks "Wichita Lineman was a Song I Once Heard" and "Trancentral Lost in My Mind" on the KLF's Album Chill Out.

The original March 1990 12" single constituted the third of The KLF's "Pure Trance" series. The sleeve, emblazoned with the number 5, reflects The KLF's prior intention that this be the fifth contribution to the series, but two titles ("Love Trance" and "Turn up the Strobe") were never given formal releases.

The "Pure Trance" version of "Last Train to Trancentral" is a minimalist ambient house reworking of "Go to Sleep", stripped of the female vocals and all but one line ("And from somewhere, I hear") of The KLF co-founder Bill Drummond's narration. It features a strained, chordless synthesiser melody and a progressive instrumental build-up into a string-orchestrated break. Some parts of the track are purely percussive, punctuated by the bleats of sheep. The track was incorporated into The KLF's February 1990 album Chill Out (most prominently on the track "Wichita Lineman Was a Song I Once Heard"), an album for which they have been credited as pioneers of the ambient house genre. Indeed, upon its release, "Last Train to Trancentral (Pure Trance version)" was not easily categorised, with Record Mirror claiming that "it isn't a dance track". Reviewer John Maloney, writing in The Guardian, observed that "whatever it is, it's better than DJ Guru Josh."

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