。
I'm always leaving my umbrella on the train.
Literal
I [topic-は] constantly train [of-の] inside [in-に] umbrella [object-を] end-up-forgetting.
しょっちゅう ('constantly, all the time') is a casual adverb implying annoying frequency. ~てしまう here carries the nuance of an unintended, regrettable action — the speaker keeps doing it despite not wanting to. 電車の中に uses に for location of existence (where the umbrella ends up). The combination captures a recurring mild frustration vividly.