TELL SOMEONE you're just back from, say, Khartoum, a reasonably exotic-sounding place which I visited a few months back, and he'll "hmm" and say you have to tell him all about it some day. Mention that you and a group of friends rented a whole railroad car-your own private train-to go to New York, just New York, and exclamations pop:"Really?!"

We did it. With 51 others, my wife and I hired our own Amtrak cafe car for an overnight excursion so that all of us could see "Onward Victoria!"-then an off-broadway, now a Broad-way-bound, original musical about 19th-century American feminist Victoria Woodhull by Irene Rosenberg and Charlotte Anker, Washington writers.

Irene's lawyer husband, Ron, had first gotten the idea of hiring a train for a theater party when his wife was writing the play. New York Central magnate Corneius Vanderbilt was in real life (and is in the show) alternately Victoria Woodhull's patron and nemesis, and Ron had the inspiration of renting Vandernilt's own privte railway car.

The idea bombed, but another theater lover, Sandy Shulman of Vogue Travel in Chevy Chase, called Amtrak and lined up an "amcafe" food-and-bar-service car. "Couldn't be easier," she reported.

If you pay for all the seats ("exclusive occupancy"), you can rent either the cafe car (53 seats) or a regular coach (84), with overflow in roped-off seats in adjacent cars. Every passenger must buy a seat. We paid the group fare of $31.50 per person, roundtrip; it recently went up to $34.50, against the normal individual fare of $46 (and the air shuttle's $84). Amtrak offers one free "tour escort" ticket for every 15 people in your group.

Amtrak offers this service along the Washington-Boston corridor. They sell upwards of 30 trips a year out of Washington and they undertake to tack your car onto any scheduled train, except those traveling between noon and midnight on Friday or Sunday. Try to give a month's notice and figure it's tougher to book around holidays. Phone:383-3070.

Like most such groups, I suppose, ours had the party tingle. We'd found it fun to advertise in advance that we were making the grand gesture. Anyway, the whole notion of a weekend trip in the Big Apple without children is enough to make people of our generation feel deliciously wicked.

Amtrak wanted us to collect at Station Services at Union Station, right as you enter the new station, 45 minutes before our 11:45 departure. We'd cut it closer the next time. Our group was ushered first and separately to our car, the last one of passenger on the train.

Everybody was tickled about the special-car idea, and talking about it: saying how it was their first time and they'd always wanted to do something like this, settling into their seats and then immediately standing up and walking around to say hello and meet the other people.

Talking, reading eating, napping: It was new and nice to find the ordinarily impersonal atmosphere of a public convevance transformed into a sort of mellow fiesta in a strollers' arcade. The steward ran out of tomato juice somewere north of Baltimore.

Box lunches appeared. They have a half-dozen choices which you must order in advance, staring at $2.75, or you can order dinners cooked by microwave ovens in the car; the usual sandwiches are also available. Since our hosts paid for lunch, I will forego an account of its quality. Suffice it to say that for the ride back we outfitted ourselves with tongue-on-rye sandwiches at Barney Greengrass the Sturgeon King on Amsterdam Avenue. Going up, the steward ran out of coffee, too.

Rejoining the hoi polloi on the platform at Penn Station, we all sighed at the breaking of our spell of mobile privilege.

The show was supper. See it on Broadway: "Onward Victoria!" Our party filled a third of the Greenwich Mews Theater and transmitted to the cast the head of excitement we had been building up on the train-or so the actors assured us afterward. That was a bonus we hadn't expected from Amtrak.

At 2 the next afternoon we gathered raggedly at Penn Station for a 2:45 departure. Nobody missed the train. This time, however, our car was in the middle of the train and other people seeking seats or liquid sustenance wandered through, taking a bit of the edge off the condition of privacy and caste we thought we'd bought by hiring our own car. Asked why we'd been sandwiched, the conductor said, "We goofed."

I would have liked to conclude this report by counting up the money saved over shuttle tickets and airport cabs. Truth is, caution unhinged by the cheapness of the train ($31.50) and theater ($3.50), we somehow found our way on Saturday afternoon to Saks, where ... but this is a travel piece, not a high fashion story. Great trip.