The train won't wait for you.

Literal

Train [topic-は] will-not-wait [favor-くれない].

くれる is the 'give me / do for me' auxiliary — when added to the て-form of a verb, it marks the action as a favor received by the speaker. The negative 待ってはくれない thus means 'won't wait (for me),' with implicit 'even though I'd want it to.' The は between て-form and くれない adds contrastive emphasis: 'wait (in particular), it won't.'